According to @GreeksLive, the prevailing "no volatility" view among options traders just broke as volatility returned to the options market, signaling a shift that requires positioning adjustments. Source: @GreeksLive on X, Oct 11, 2025. Trading implications based on @GreeksLive’s alert: reassess short-vol exposure, monitor implied versus realized volatility for repricing risk, and tighten or widen dynamic hedges to manage gamma sensitivity during a volatility pickup. Source: @GreeksLive on X, Oct 11, 2025.

According to @Andre_Dragosch, the 10-delta option strike from Friday's close points to a 132k USD level by the end of next week. Source: @Andre_Dragosch on X dated Oct 3, 2025. In options terminology, a 10-delta strike corresponds to roughly a 10 percent risk-neutral probability of expiring in the money over the option horizon and is used by traders as a tail-risk reference for short-dated moves. Sources: CBOE Options Institute; Deribit Knowledge Base. For trading, focus on spot relative to the 132k level into the relevant expiry window, monitor near-dated implied volatility and skew on the 10-delta wing, and review open interest clustering that concentrates hedging activity around prominent strikes. Sources: @Andre_Dragosch on X dated Oct 3, 2025; CME Group Options Education; Deribit Insights.