Deribit Options Market Report: 1012—Put Buys

BTC historical volatility

【BTC Options】

BTC historical volatility

10d 28%  

30d 35%

90d 49%

1Y  80%

Implied volatility for each normalized term:

Implied volatility for each normalized term:

Today: 1m 50%, 3m 60%, 6m 64%

10/11：1m 50%, 3m 60%, 6m 64%

Today's trading volume is very large, and the focus is on buying Put, but the impact of short-term buying is limited, so option IV continues to be stable.

The skewness of Bitcoin options remains stable as the price enters sideways after a rise.

According to the Option Flows data, 6,767 coins were traded in the direction of Put Buys, accounting for as high as 58%, which means that some people are concentrated on taking orders and betting on a sharp drop. Today's trading volume is relatively large.

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 43%  

30d 69%

90d 85%

1Y 103%

Each standardized period IV:

Each standardized period IV:

Today: 1m 60%, 3m 67%, 6m 70%

10/11：1m 61%，3m 68%，6m 70%

The Ethereum market is not big, and the IV of each period is stable.

Today Put Buys traded 3642ETH, accounting for 30% of the total trading volume.

At the end of the year, Ethereum held a position of 484,700 ETH, and the current period's option position increased significantly.