Deribit Options Market Report: 1014—Comprehensive Sell

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【Option Trading Volume】

BTC historical volatility

10d 28%  

30d 35%

90d 49%

1Y  80%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

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

10/13：1m 50%, 3m 60%, 6m 64%

Option IV continues to be stable.

【Skew】

Due to the small price fluctuations, the skewness of Bitcoin options is relatively stable.

【Option Flows】

【Option position distribution】

【Option position distribution】

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ETH Historical Volatility

ETH Historical Volatility

10d 45%  

30d 69%

90d 85%

1Y 103%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 65%, 3m 71%, 6m 73%

10/13：1m 65%，3m 72%，6m 74%

The market of Ethereum is similar to that of Bitcoin. After the IV rose slightly yesterday, it started to stay sideways today.

【Option Flows】

【Option position distribution】

【Option position distribution】

At the end of the year, the Ethereum held 483,200 ETH, and the current period's option holdings increased significantly, with a nominal value of 91.4 ETH.