Why Might a Hedger Choose a Longer-Dated Option Even with High Implied Volatility?

A hedger might choose a longer-dated option despite the high cost (due to high IV) to achieve protection over a longer time horizon, thereby avoiding frequent rolling and its associated roll risk and transaction costs. The longer-dated option also offers a more stable delta, making the hedge ratio more reliable, and a slower rate of theta decay.

What Is a ‘Roll Yield’ and How Does It Relate to Backwardation?
How Does Contango Affect the Decision to “Roll” a Long Futures Position?
How Does Time Decay (Theta) Affect the Break-Even Calculation over the Life of the Straddle?
In a Backwardated Market, What Is the Risk for a Long-Term Investor Rolling Futures Contracts?
What Is the Trade-off between Vega and Theta in Option Selection?
How Does Theta (Time Decay) Influence the Potential for Slippage over a Longer Holding Period?
What Is the Impact of Market Volatility on Roll Risk?
Is Roll Risk Higher for Short-Dated or Long-Dated Contracts?

Glossar

High Implied Volatility Impact

Trigger ⎊ High implied volatility in cryptocurrency options signifies an anticipated substantial price movement, often preceding significant market events or shifts in investor sentiment.

Short Dated Crypto Futures

Instrument ⎊ These are standardized contracts obligating the holder to buy or sell a specific cryptocurrency at a predetermined price on a near-term expiration date.

Short Dated Options Crypto

Definition ⎊ Short Dated Options Crypto refers to derivative contracts on digital assets that have a relatively brief remaining time until their expiration, typically ranging from a few days to a few weeks.

Long Dated Contract Risk

Risk ⎊ Long dated contract risk refers to the specific set of exposures associated with options contracts that have extended time horizons, typically exceeding one year.

Cryptocurrency Hedging Techniques

Mitigation ⎊ Cryptocurrency hedging techniques represent a suite of strategies employed to reduce portfolio exposure to adverse price movements within the digital asset class.

Break-Even Formula for Crypto

Formula ⎊ The mathematical expression determining the crypto asset price at which the net profit or loss of a derivative position equals zero.

Break-Even Point Concept

Concept ⎊ The break-even point represents the specific price level of the underlying asset where a derivatives position transitions from a state of loss to a state of profit.

Options Break Even Point Definition

Calculation ⎊ The options break even point represents the price at which the underlying asset must trade at expiration for the option holder to neither profit nor incur a loss, factoring in the premium paid.

Break Even Point

Threshold ⎊ In cryptocurrency derivatives and options trading, the break-even point represents the price level at which a trading strategy ceases to incur a loss and begins to generate profit.

Upper Break Even Point

Point ⎊ The upper break even point is the specific price level of the underlying cryptocurrency asset above which a bullish or non-directional options strategy begins to realize a net profit.