Deribit Options Market Report: 1015—Put Blocked

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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 49%, 3m 59%, 6m 63%

10/14：1m 50%, 3m 60%, 6m 64%

Option IV fell slightly and was generally stable.

【Skew】

The currency price fluctuates little, and the skewness of Bitcoin options is stable.

【Option Flows】

【Option position distribution】

【Option position distribution】

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ETH Historical Volatility

ETH Historical Volatility

10d 46%  

30d 66%

90d 85%

1Y  103%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 63%, 3m 70%, 6m 71%

10/14：1m 65%，3m 71%，6m 73%

The fluctuation of Ethereum currency price is very small. After IV rose slightly on the 12th, it has been in a slow downward trend.

【Option Flows】

【Option position distribution】

【Option position distribution】

At the end of the year, the position of Ethereum was 483,300 ETH, the option position of the month was 154.6 ETH, and the nominal value of the week was 95.1 ETH.