Deribit Options Market Report: 0924—Large positions in put options
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BTC historical volatility 10d 43% 30d 56% 90d 48% 1Y 80% Implied volatility for each normalized term: IV： Implied volatility for each normalized term: Today: 1m 50%, 3m 64%, 6m 68% 9/23：1m 46%, 3m61%, 6m 65% The drop of $300 brought a little volatility to Option IV, but it did not have much impact, and this small increase was about to be wiped out. Skewness: Judging from the skewness, today's change is obvious. The medium and long-term SKew returns to near zero, and the short-term Skew rises to 16%. The more expensive call market is about to pass. Meanwhile, the basis for futures has already dropped to lower levels, significantly ahead of the return of skew. Of course, this return is also related to the imminent expiration of quarterly options, and changes in pricing and cycle have a greater impact on skew. Today: 1m -16.1%, 3m 2.8%, 6m 5.6% 9/23：1m -8.6%, 3m 9.4%, 6m 13.8% Flows： text text ETH Historical Volatility ETH Historical Volatility 10d 94% 30d 111% 90d 84% 1Y 105% Each standardized period IV: Each standardized period IV: Today: 1m71%, 3m75%, 6m 76% 9 /23：1m68%，3m73%，6m71% The ultra-short-term IV returns to 80% again, but it should be mentioned here that the ultra-short-term option IV is actually distorted and can only be used as a reference. The IV of each period of Ethereum has risen slightly, but it is still at a recent low. Ethereum does not have the giant whale orders as big as Bitcoin, and the various forces are relatively balanced.【BTC Options】
【ETH Options】
