Deribit Options Market Report: 0923—Trading Volatility
BTC historical volatility
BTC historical volatility 10d 40% 30d 55% 90d 49% 1Y 80% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 46%, 3m 61%, 6m 65% 9/22：1m 48%, 3m 62%, 6m 66% one year one year Judging from the skewness, the one-month period returned to the level when it plummeted on September 3, and the short-term Put is more expensive. In the medium and long term, the previous value has been maintained, which is significantly higher than the average level. Today: 1m -8.6%, 3m 9.4%, 6m 13.8% 9/22：1m -3.1%, 3m 9.8%, 6m 13.6% According to the Option Flows data, the forces in all directions are balanced, and there are many large transactions for OTM calls. secondary title ETH Historical Volatility 10d 86% 30d 108% 90d 83% 1Y 105% Each standardized period IV: Each standardized period IV: Today: 1m68%, 3m73%, 6m71% 9 /22：1m72%，3m73%，6m 73% Ultra-short-term IV dropped significantly, from 80% yesterday to 60%. The IV of each period of Ethereum has dropped slightly, and the overall trend is still declining. The medium and long-term has reached a new low in recent months. The daily transactions of Ethereum are very uneven, and the market changes greatly, which also shows that the transaction vitality of the market is relatively strong. From the perspective of Ratios, the volume of PUt and Call rotates, 1:3 when it is low, and 3:1 when it is high.【BTC Options】
ETH Historical Volatility
