Deribit Options Market Report: 0901 — A new high for ETH
BTC historical volatility
BTC historical volatility 10d 36% 30d 46% 90d 44% 1Y 80% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 55%, 3m 67%, 6m 72% 8/31：1m 53%, 3m 65%, 6m 71% Skewness: Skewness: Today: 1m +3.9%, 3m +8.3%, 6m +13.8% 8/31：1m +4.6%, 3m +6.6%, 6m +15.5% The skew structure has not changed much. Today the ETH market is hot, and BTC actually does not have too many waves. BTC Option Flows data shows that the trading volume of all parties has a balanced proportion today, and many small and large transactions have been concluded. secondary title ETH Historical Volatility 10d 81% 30d 80% 90d 64% 1Y 102% Each standardized period IV: Each standardized period IV: Today: 1m 89%, 3m 96%, 6m 94% 8/ 31: 1m 73%，3m 88%，6m 90% Ethereum broke through the previous high today, and IV has risen significantly since early this morning, especially in recent months. The reversal of the term structure should be due to the transaction of a large number of short-term call options. 33,000 coins to actively buy call options, amazing! The transaction of Ethereum seems to be difficult to maintain. Currently, covered selling is relatively cost-effective for short-term bullishness. Even if the price rises, you will not lose money, and if the rising trend ends, you can make a lot of money.【BTC Options】
ETH Historical Volatility
