Latest Update
8/25/2026 2:00:00 PM

GreeksLive: SABR Model Sharpens BTC P&L Attribution

GreeksLive: SABR Model Sharpens BTC P&L Attribution

GreeksLive details Pro Risk Analytics breaking BTC P&L into Delta, Gamma, Skew and residual at $79263 amid SABR model Bitcoin options Greeks and P&L attribution crypto options trading.

Source

Analysis

GreeksLive shows Pro Risk Analytics dissecting daily Bitcoin P&L into Delta, Gamma, Theta, Vega, Skew, Smile and unexplained residual on surge days, moving past raw totals to reveal exact drivers via SABR model Bitcoin options Greeks and P&L attribution crypto options trading. BTC trades at $79263.34 inside Bollinger bands with upper resistance at $80316.07 and lower support at $75602.55; price holds above EMA50 at $74063.15 and EMA200 at $67800.78 while RSI sits neutral at 65.33 yet MACD prints a death cross, pointing to probable pullback toward the 50-EMA before any push to upper-band exhaustion.


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