Deribit Options Market Report: 0704 - Big win for sellers
secondary title
ETH Historical Volatility
7d 17.70%
14d 32.54%
30d 34.81%
60d 60.45%
1Y 85.30%
ETH Historical Volatility
7d 28.22%
14d 48.57%
30d 46.46%
60d 67.58%
1Y 103.52%
【BTC Options】
【BTC Options】
The open interest is 771 million US dollars, because of yesterday's delivery, the open interest decreased slightly.
Implied volatility for each normalized term:
Implied volatility for each normalized term:
Today: 1m 46%, 3m 63%, 6m 71%
7/3：1m 46%, 3m 63%, 6m 71%
Skewness:
Skewness:
Today: 1m -6.2%, 3m-0.1%, 6m +2.9%
7/3：1m -7.5%, 3m -1.3%, 6m +2.1%
There is little change in skew and the market is stable.
PRC：
The Put/Call Ratio position ratio was 0.62, and it began to rebound rapidly, and the proportion of put trading volume began to increase significantly.
【ETH Options】
The open interest was 127 million US dollars, a slight decrease in the open interest.
Each standardized period IV:
Each standardized period IV:
Today: 1m 48%, 3m 63%, 6m 72%
7/3：1m 50%，3m 65%，6m 73%
Skewness:
Skewness:
Today: 1m -5.7%, 3m +4.9%, 6m +5.6%
7/3：1m -3.4%, 3m +4.3%, 6m +8.2%
ETH also expired a large number of out-of-the-money options yesterday, and the seller won a big victory.
