Deribit Options Market Report: 0916 — Market Differentiation
The mainstream currencies have been strongly correlated in recent weeks, and they are also obviously influenced by the concept of DeFi.
BTC historical volatility
BTC historical volatility 10d 34% 30d 55% 90d 48% 1Y 81% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 54%, 3m 67%, 6m 72% 9/15：1m 53%, 3m68%, 6m 72% The downward trend of Bitcoin’s period IV has eased, and all period IVs have fallen below the recent average level. Skewness continues to shift along the inertia, short-term virtual value Put and call prices are basically balanced, and the market returns to rationality. According to Option Flows data, Put Sells accounted for 34%, Put Buys accounted for 32%, and Put transactions accounted for two-thirds. ETH Historical Volatility ETH Historical Volatility 10d 114% 30d 104% 90d 81% 1Y 105% Each standardized period IV: Each standardized period IV: Today: 1m75%, 3m85%, 6m82% 9 /15：1m77%，3m84%，6m 81% The Ethereum IV period continues to be inverted, but the current price difference is not very large. Although Ethereum has not risen like Bitcoin, it is also relatively resilient. The underlying assets of other DeFi concepts have fallen a lot.【BTC Options】
【ETH Options】
