According to Glassnode, after a 10% decline in BTC, short gamma traders monetized elevated downside volatility as put selling rose to 36% of options flow, outpacing put buying by six points. Glassnode reports that the downside was actively sold and some profits were taken, signaling vol sellers took control of BTC options flow.

According to @glassnode, downside skew has steepened across the options curve and short dated skews have not fully reverted. According to @glassnode, options are priced with clear asymmetry, showing downside protection remains in demand and fear has not fully cleared.

According to @DowdEdward, US stock market volatility is roughly two standard deviations below its historical average and his team expects mean reversion in 2026, citing charts from their 2026 outlook report (source: @DowdEdward). He also highlighted a separate post from @barkmeta claiming extreme stress in gold and silver and describing it as a black swan event, flagging cross-asset risk (source: @barkmeta via @DowdEdward). Based on @DowdEdward’s outlook, traders may prepare for a potential rise in realized and implied volatility into 2026 by reassessing hedges and optionality around SPX and VIX and monitoring precious metals for spillover signals (source: @DowdEdward).

According to @ThinkingUSD, Hyperliquid is showing rapid product market fit with volumes growing 55% daily and over 30% of total exchange volume now coming from non-crypto sources, underscoring idiosyncratic returns with long volatility and long convexity exposures. The post adds that HIP-3 volumes and open interest are expanding over 100% weekly to billions in average daily volume, with fees split 50/50 between Hyperliquid and HIP-3 providers, pointing to uncorrelated returns and exposure for traders seeking diversification and liquidity depth in DeFi derivatives markets. Source: X.com/@ThinkingUSD

According to The Kobeissi Letter, gold futures surged by $120 per ounce and then dropped by $100 within 20 minutes, implying a $1.5 trillion swing in gold’s market value and price action resembling crypto-like volatility (source: The Kobeissi Letter). This rapid whipsaw indicates extreme intraday volatility that can widen spreads, trigger stop-outs, and increase slippage risk for leveraged precious metals positions (source: The Kobeissi Letter). In response to the volatility flagged by the source, traders should consider tighter risk limits, reduced position sizing, and cautious order execution until liquidity normalizes (source: The Kobeissi Letter).

According to @DowdEdward, BlackRock says bonds no longer provide reliable portfolio protection as long term yield spikes tied to U.S. tariff risks are lifting volatility (source: @DowdEdward citing BlackRock via @DeItaone). BlackRock highlights Japan as the most affected and remains underweight long duration U.S. Treasuries and Japanese government bonds, signaling reduced exposure to interest rate risk (source: @DowdEdward citing BlackRock via @DeItaone). For traders, this stance favors shorter duration or alternative hedges over long dated sovereign exposure while monitoring tariff policy shocks to rates (source: @DowdEdward citing BlackRock via @DeItaone).

According to @KobeissiLetter, UnitedHealth (UNH) is down about 20% intraday, wiping roughly 65 billion dollars from its market capitalization and putting the stock on track for its worst session since April 17, 2025.

According to @BullTheoryio, Bitcoin fell by about $2,500 over five hours, triggering roughly $400 million in long liquidations and erasing more than $100 billion from crypto capitalization. According to @BullTheoryio, the move occurred during a low-liquidity Sunday evening, and the source expects more decisive price action when the US market opens on Monday.

According to @justinsuntron, Tron Inc. added to its TRX treasury again, taking total holdings above 677 million TRX and signaling continued corporate accumulation. According to @justinsuntron, more listed companies holding TRX on balance sheets is reducing tradable float and compressing short term volatility, reshaping liquidity for active traders. According to @justinsuntron, stability is increasingly supported by TRON’s stablecoin settlement network and a shifting holder structure, making short term swings harder to trigger. According to @justinsuntron, traders should plan entries, exits, and risk controls for TRX with tighter float and structurally firmer order books in mind.

According to @KobeissiLetter, Intel (INTC) extended its slide to about 17%, putting it on track for its largest single-day decline in nearly three years, while the US government's position in Intel lost roughly $4 billion in value today.

According to Glassnode, the options volume put call ratio fell from 1 to 0.4, signaling strong call flow in crypto derivatives. According to Glassnode, the key issue for traders is how short dated the call demand was, rather than whether calls were bought. According to Glassnode, understanding the tenor of this call activity is crucial for assessing how concentrated the flow is around near expiries and its potential impact on positioning dynamics.

According to glassnode, conviction fades further out on the curve as the 3M 25D skew shifted by less than 1.5% and remained firmly in put territory, continuing to price asymmetric downside despite near-dated call demand (source: glassnode). glassnode added that the persistent put-side skew indicates longer-tenor options still reflect downside protection even as short-dated upside interest appears (source: glassnode).

According to @BullTheoryio, Bitcoin jumped about $2,000 after Trump’s Davos speech, adding roughly $60 billion to total crypto capitalization before reversing within two hours and falling about $3,200. The source reports around $148 million in long positions were liquidated in roughly 90 minutes during the whipsaw. According to @BullTheoryio, this reflects ongoing leverage hunting and signals elevated liquidation risk for leveraged BTC exposure around headline-driven moves.

According to @StockMKTNewz, an earnings calendar for the upcoming week has been posted, marking the start of earnings season (source: @StockMKTNewz, X post dated Jan 18, 2026). Traders can use this schedule to time exposure around report dates and manage potential overnight gap risk tied to pre-market and after-hours releases (source: @StockMKTNewz). For crypto, equity earnings can influence overall risk sentiment, and research has documented periods of increased BTC–equity correlation, implying spillover volatility for BTC and ETH during key earnings weeks (source: IMF, Crypto Prices Move More in Sync with Stocks, 2022). Monitoring cross-asset moves in BTC and ETH alongside the posted earnings schedule can help align risk management and liquidity plans during this week’s announcements (source: @StockMKTNewz; IMF 2022).

According to @glassnode, the market is up nearly 10% year to date and is consolidating after a breakout above the 95K level, source: @glassnode on X, Jan 16, 2026. Options data is signaling key information about positioning, volatility, and market sentiment that traders are watching during this consolidation, source: @glassnode on X, Jan 16, 2026.

According to @GreeksLive, a live stream on January 16 at 11:00 AM EST / 16:00 UTC will cover a 2025 yearly lookback, potential alpha in IBIT, the impact of DATs and MicroStrategy (MSTR) on volatility, whether regulation is a tailwind for BTC, and a 2026 outlook, with Greeks Live hosting the session (source: @GreeksLive on X, Jan 15, 2026).

According to @milesdeutscher, BTC's bullish reversal is officially confirmed, indicating his view that Bitcoin has shifted to a positive trend (source: X post on Jan 15, 2026). According to @milesdeutscher, the rally may continue more violently and quickly than many expect, signaling heightened near-term momentum and volatility risk for BTC trading (source: X post on Jan 15, 2026). According to @milesdeutscher, he provides specific positioning guidance for traders in a newly released video linked in the post (source: YouTube link shared in the X post on Jan 15, 2026).

According to @KobeissiLetter, net VIX futures positioning among asset managers declined to negative 36.6 million US dollars, the lowest since August 2024 [source: The Kobeissi Letter, Jan 15, 2026 tweet]. Excluding July and August 2024, this is the lowest reading in at least nine years, indicating an extreme positioning against volatility by institutional investors per the source [source: The Kobeissi Letter, Jan 15, 2026 tweet]. The source frames this as institutions betting against market volatility, a signal traders can track when calibrating risk exposure across assets [source: The Kobeissi Letter, Jan 15, 2026 tweet]. The post provides no crypto-specific metrics, but the cross-asset volatility context is relevant for cryptocurrency market monitoring and positioning decisions [source: The Kobeissi Letter, Jan 15, 2026 tweet].

According to @StockMKTNewz, the final week of January will feature a speech by Federal Reserve Chair Jerome Powell and earnings from multiple Magnificent 7 names, concentrating market catalysts into a narrow window, source: @StockMKTNewz on X, Jan 12, 2026. According to @StockMKTNewz, the Federal Reserve enters its pre-FOMC blackout window on Saturday, making this the last week for Fed commentary before the next meeting, source: @StockMKTNewz on X, Jan 12, 2026. According to @StockMKTNewz, traders should align calendars for Powell’s remarks and mega-cap earnings releases to manage event-driven risk across equities, rates, and crypto proxies such as BTC and ETH, source: @StockMKTNewz on X, Jan 12, 2026. According to @StockMKTNewz, positioning and liquidity planning ahead of these catalysts can help navigate potential volatility around Nasdaq futures, US yields, DXY, BTC, and ETH into late January, source: @StockMKTNewz on X, Jan 12, 2026.

According to the source, gold and silver hit new highs while Bitcoin (BTC) remained range-bound ahead of key macroeconomic events. According to the source, this divergence between strong safe-haven metals and flat BTC is relevant for short-term crypto volatility and correlation trades into the upcoming event risk.