Deribit Options Market Report: 1013—Trading volume explodes

特邀专栏作者

2020-10-13 21:17 (UTC+8)

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At the same time, in the past two days, there have been a large number of Put Buys in the direction of taking the initiative to concentrate on taking orders and betting plummeted. This also resulted in an explosion in volume, which more than doubled the

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【Option Trading Volume】

BTC historical volatility

10d 27%

30d 35%

90d 49%

1Y 80%

【Option Trading Volume】

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

【IV】

Implied volatility for each normalized term:

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

10/12：1m 50%, 3m 60%, 6m 64%

In the past two days, the trading volume of puts has been very large, but the impact of short-term buying is limited, so option IV continues to be stable.

【IV】

The skewness of Bitcoin options rose slightly as the price entered a wide range after rising.

【Option Flows】

【Option position distribution】

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ETH Historical Volatility

10d 43%

30d 69%

90d 85%

1Y 103%

Each standardized period IV:

【IV】

Each standardized period IV:

Today: 1m 65%, 3m 72%, 6m 74%

10/12：1m 60%，3m 67%，6m 70%

The price of Ethereum is similar to that of Bitcoin, and the price reaction is more obvious than that of Bitcoin, and the IV rises slightly.

【Option Flows】

【Option position distribution】

At the end of the year, Ethereum held a position of 481,500 ETH, and the number of option positions in the current period increased significantly, with a nominal value of 89.7 ETH.