Deribit Options Market Report: 0908 — IV High
BTC historical volatility
BTC historical volatility 10d 81% 30d 56% 90d 49% 1Y 81% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 68%, 3m 75%, 6m 76% 9/7： 1m 65%, 3m 73%, 6m 75% Skewness: Skewness: Today: 1m-11.1%, 3m+2.0%, 6m +10.0% 9/7：1m -8.9%, 3m +1.3%, 6m +12.8% The skew structure continues to be stable, and every big market brings a structural change. ETH Historical Volatility ETH Historical Volatility 10d 150% 30d 105% 90d 80% 1Y 104% Each standardized period IV: Each standardized period IV: Today: 1m98%, 3m95%, 6m90% 9/5: 1m 100%，3m100%，6m 89% Ethereum’s short-to-medium-term IV remains high. The current price position of Ethereum is very embarrassing. It has fallen below the two-month moving average, but there is still a 40% increase from the price before the launch. No matter whether it rises or falls, it will be a very big market. The main position of options is around $400, and the option positions below $330 are not large. The market is now in a state of balance, waiting for the market to come.【BTC Options】
【ETH Options】
