Deribit Options Market Report: 0706 - The market is flat

ETH Historical Volatility

BTC historical volatility

7d 18.34% 

14d 33.14%

30d 34.97%

60d 56.46%

1Y 85.26%

ETH Historical Volatility

7d 32.12% 

14d 37.87%

30d 47.51%

60d 65.63%

1Y 103.35%

【BTC Options】

【BTC Options】

The open interest is 808 million US dollars.

Today: 1m 50%, 3m 64%, 6m 71%

Implied volatility for each normalized term:

Today: 1m 50%, 3m 64%, 6m 71%

7/4：1m 50%, 3m 63%, 6m 71%

Skewness:

Skewness:

Today: 1m -5.2%, 3m-0.1%, 6m +1.9%

7/4：1m -7.2%, 3m +0.9%, 6m +4.1% 

The skew is approaching zero.

Put/Call Ratio position ratio is 0.53.

Judging from the changes in open interest, the market transactions are relatively stable, and most of them are in a state of holding open positions.

【ETH Options】

【ETH Options】

The open interest is 131 million US dollars, and the open interest is stable.

Each standardized period IV:

Each standardized period IV:

Today: 1m 51%, 3m 65%, 6m 73%

7/4：1m 53%，3m 68%，6m 75%

Skewness:

Skewness:

Today: 1m -3.5%, 3m +6.1%, 6m +7.2%

7/4：1m -4.4%, 3m +5.3%, 6m +4.8%

The option data of ETH obviously still responded to today's rise, unlike Bitcoin, which was unmoved.