Deribit Options Market Report: 0917—DeFi Involvement
BTC historical volatility
BTC historical volatility 10d 31% 30d 56% 90d 48% 1Y 81% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 54%, 3m 67%, 6m 71% 9/16：1m 54%, 3m67%, 6m 72% The IV of Bitcoin is stable in each period, and the IV of each period is below the recent average level. Skewness continues to shift along the inertia, returning to negative values in the short term, and the market has come out of the plunge. Judging from the Option Flows data, Call Sells accounted for 33%, and the previous upsurge of closing puts has basically ended. ETH Historical Volatility ETH Historical Volatility 10d 75% 30d 104% 90d 81% 1Y 105% Today: 1m 74%, 3m 83%, 6m 79% Each standardized period IV: Today: 1m 74%, 3m 83%, 6m 79% 9 /16：1m75%，3m85%，6m82% As in the case of Bitcoin in the first two days, RV dropped a lot due to calculation and sampling reasons. However, the market actually reacted early. After the IV drop in recent days, the current IV of Ethereum has stabilized. Ethereum's Gas broke through the sky today, which also brought about an increase in the price of ETH, but this situation will not last, and the rise of Ethereum is actually not as good as expected. People who bought call options today supported half the sky of Ethereum options. The trading volume of 23,415 coins accounted for 45% of the total trading volume. The launch of Uni caused a short-term Fomo.【BTC Options】
【ETH Options】
