Deribit Options Market Report: 1017—Stopped
【Option Trading Volume】
【BTC Options】
BTC historical volatility
10d 28%
30d 33%
90d 49%
1Y 80%
【Option Trading Volume】
Implied volatility for each normalized term:
【IV】
Implied volatility for each normalized term:
Today: 1m 48%, 3m 56%, 6m 61%
10/16：1m 48%, 3m 58%, 6m 62%
All kinds of news emerged one after another yesterday, and the currency price fluctuated in a very short period of time, but the price of Bitcoin quickly stabilized. Bitcoin only fell by less than 2%, which fully shows that the system is very robust, and the influence of the news is limited. Option IV continued to decline slightly and was generally stable.
【Skew】
The currency price fluctuates very little, and the skewness of options is stable.
【Option Flows】
【Option position distribution】
【Option position distribution】
ETH Historical Volatility
【ETH Options】
ETH Historical Volatility
10d 48%
30d 65%
90d 85%
1Y 103%
Each standardized period IV:
【IV】
Each standardized period IV:
Today: 1m 60%, 3m 65%, 6m 68%
10/16：1m 63%，3m 68%，6m 70%
The volatility of Ethereum’s currency price is similar to that of Bitcoin. After yesterday’s short-term IV fluctuations, the market returned to stability, and IV continued to fall slightly.
【Option Flows】
【Option position distribution】
【Option position distribution】
At the end of the year, the position of Ethereum was 490,600 ETH, the option position of the month was 162,400 ETH, and the nominal value of the weekly delivery was 96,600 ETH.
