Deribit Options Market Report: 0913 — Weekly Briefing

【BTC Options】

BTC historical volatility

10d 80%  

30d 55%

90d 48%

1Y  81%

Implied volatility for each normalized term:

Implied volatility for each normalized term:

Today: 1m 58%, 3m 72%, 6m 74%

9/12：1m 58%, 3m 73%, 6m 75%

Bitcoin has a slight correction on the day, and the actual cost of hedging RV remains extremely low.

The skewness has not changed significantly, and the short-term virtual value Put is more expensive.

According to the Option Flows data, in the calm market, Call Sells accounted for 42%.

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 143%

30d 107%

90d 80%

1Y 105%

Each standardized period IV:

Each standardized period IV:

Today: 1m77%, 3m91%, 6m86%

9 /12：1m82%，3m97%，6m 93%

Ethereum has a slight correction today, and IV continues to decline. All maturities fell back to recent lows.