Deribit Options Market Report: 0911 — Smooth Delivery

【BTC Options】

BTC historical volatility

10d 81% 

30d 57%

90d 49%

1Y  81%

Implied volatility for each normalized term:

Implied volatility for each normalized term:

Today: 1m 63%, 3m 74%, 6m 77%

9/10：1m 65%, 3m75%, 6m 76%

Skewness:

Skewness:

Today: 1m -8.9%, 3m +5.3%, 6m +11.8%

9/10：1m-9.8%, 3m+4.4%, 6m +11.0%

The skew structure continued to be stable, and the transactions in all directions were relatively average, with the seller slightly dominant.

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 151% 

30d 107%

90d 80%

1Y 105%

Today: 1m92%, 3m97%, 6m 93%

Each standardized period IV:

Today: 1m92%, 3m97%, 6m 93%

9 /10：1m95%，3m99%，6m91% 

Ethereum fluctuated less today, leading to a significant drop in IV. The term structure of options has returned.

The most concentrated price of an option with a nominal value of 187,000 Ethereum that expires today is still $400.