Deribit Options Market Report: 0813 - Bull Spreads
BTC historical volatility
BTC historical volatility 10d 60% 30d 55% 90d 52% 1Y 81% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 55%, 3m 64%, 6m 68% 8/12：1m 61%, 3m 67%, 6m 69% Skewness: Skewness: Today: 1m +1.4%, 3m +7.5%, 6m +13.3% 8/12：1m -0.9%, 3m +6.3%, 6m +12.8% Judging from the current skew, the price of short-term out-of-the-money call options has returned to rationality, but it is still at a high level in the medium and long term. The construction of bull market spreads must be carried out when IV is cost-effective. It can be seen from BTC Option Flows that Call Sells accounted for 35% of the transaction volume. Generally speaking, the transaction volume is not large. Judging from the changes in open interest, short-term out-of-the-money call options have a large trading volume, but options that are too short-term are not suitable for spread combinations. secondary title ETH Historical Volatility 10d 63% 30d 75% 90d 66% 1Y 101% Each standardized period IV: Each standardized period IV: Today: 1m 74%, 3m 80%, 6m 82% 8/12 : 1m 78%，3m 83%，6m 81% Ethereum IV is declining. In the past two days, it has fluctuated in the range of $20. Recently, Ethereum has been greatly affected by DeFi. If you focus on trading ETH-related products, you must pay attention to the information of DeFi.【BTC Options】
ETH Historical Volatility
