msty thread - YieldMax etf product

Discussion in 'Crypto Assets' started by johnarb, May 16, 2025.

  1. demoncore

    demoncore


    You don't get it dude. They poach NAV but the payout is (-)correlated to the vol-line. MSTR IV is bottom decile. The div is definitely going to be <1.5. Critical thinking.
     
    #351     Jul 11, 2025
  2. VicBee

    VicBee

    You're right, I don't get your lingo as I don't have a technical trading background (my posts should be obvious enough). I'm sure you're trying to say something meaningful but to get your point across it needs to be explained in layman's terms.
    The great thing about trading is I can still be relatively successful making money without the decades experience.
     
    #352     Jul 11, 2025
    johnarb likes this.
  3. demoncore

    demoncore



    The volatility implied by the option prices in MSTR have dropped. MSTR is essentially a leveraged BTC ETF. MSTY's dividend payments are correlated to the level of volatility on MSTR's options. The ETF managers are net sellers of volatility so when vol drops, their returns drop and thus the div-payout.

    I stated this months ago. MSTR's option volatility is trading in the bottom decile of it's historic range. At one point the implied vols on MSTR were >100% (annualized) and now they are half that figure.

    The dividend payout has a higher correlation to implied vol then MSTR's share price as they are essentially short upside calls and long downside puts (hedged), but net-net they are a seller of volatility.

    The downside hedge is a sunk cost when BTC and MSTR rallies.
     
    #353     Jul 11, 2025
  4. VicBee

    VicBee

    Thanks for the clarification. In short, you're saying that MSTR's significantly reduced volatility plays against MSTY's trading model, thus shrinking divs.
     
    Last edited: Jul 11, 2025
    #354     Jul 11, 2025
    sridhga and demoncore like this.
  5. demoncore

    demoncore

    Right, as a seller of options.
     
    #355     Jul 11, 2025
    VicBee and sridhga like this.
  6. sridhga

    sridhga

    I am trying to replicate MSTY's trading approach on Nifty. One modification that I made is that I have parallel short combo with covered put in the same account. Due to this I will be forced at the month end to rollover into the next month with the same gap between the long combo and short combo. Experimenting with just two lots each side. Any thoughts?
     
    #356     Jul 11, 2025
  7. sridhga

    sridhga


    What is this list in that attachment?
     
    #357     Jul 11, 2025
  8. johnarb

    johnarb

    It's from a paid subscription, which released a new indicator that uses AI, but as I mentioned in the post doesn't work (for me, maybe needs some other research)
     
    #358     Jul 12, 2025
    sridhga likes this.
  9. sridhga

    sridhga


    Are those buy recommendations from that subscription? Just curious. It recommended Glaxo. I am holding that scrip for more than three years and has been adding on to it for a while now.
     
    #359     Jul 12, 2025
    johnarb likes this.
  10. johnarb

    johnarb

    Not buy recommendations but indicator screeners alerts, meets the criteria to flip "gold" uptrend, vs "blue" downtrend against US $, Bitcoin

    at the time I made the screenshot, Glaxo surpassed the 3rd indicator AI, but that is no longer true today when I looked (Glaxo)

    I have not finished the lessons, so I have no idea how it works, but as of today, Glaxo is blue on the 1 hour and 15 minute candles (downtrend) but still gold on the daily candles

    cto larsson on YouTube for more info
     
    #360     Jul 12, 2025
    sridhga likes this.