Deribit options market broadcast: 0820 — all calls are being traded
Today is a sideways market, and neither Bitcoin nor Ethereum fluctuated much. There is a noteworthy situation. In the past two days, almost all call options have been traded on Ethereum, and 80% of the trading volume comes from call options. It is likely to be related to the large consumption of Ethereum Gas caused by the recent popularity of DeFi.
BTC historical volatility BTC historical volatility 10d 43% 30d 58% 90d 50% 1Y 80% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 63%, 3m 76%, 6m 76% 8/19：1m 65%, 3m 75%, 6m 76% Skewness: Skewness: Today: 1m +3.6%, 3m +9.6%, 6m +15.5% 8/19：1m +5.9%, 3m +9.3%, 6m +15.8% The skew has not changed much, and it has dropped a little in the short term. The BTC Option Flows data shows that several forces are close in a few days, and the volume is not large. However, it can be seen from Ratios that the trading volume of Put has not been low since the bull market, and the total open interest has reached 70% of the call, indicating that the market balance will repair itself. secondary title ETH Historical Volatility 10d 73% 30d 83% 90d 67% 1Y 101% Each standardized period IV: Each standardized period IV: Today: 1m 88%, 3m 95%, 6m 90% 8/ 19: 1m 98%，3m 101%，6m 96% The price of Ethereum did not rise yesterday, but the IV has risen; today the price has fallen, and the IV has also fallen, but it is still at a high level, and there may be more sellers in the next month. Today’s Call Sell of Ethereum achieved a nominal value of 6,600 coins, and Call Buy had a nominal value of 6,700 coins. Although the volume was not as good as yesterday, it maintained the phenomenon that 80% of the transactions came from call options. The proportion of Call transactions has reached a historical peak, and the Ratio has reached 0.3. The proportion of holdings is slightly reasonable, and the difference is not big.【BTC Options】
ETH Historical Volatility
