Deribit Options Market Report: 1102—IV Overview
Recently, the commonly used options data website Skew.com has changed to a paid subscription model, and there is a partial delay in the data, so some data in the broadcast is provided by Greeks.live.
Recently, the commonly used options data website Skew.com has changed to a paid subscription model, and there is a partial delay in the data, so some data in the broadcast is provided by Greeks.live.
【Option Trading Volume】
【BTC Options】
BTC historical volatility
10d 36%
30d 38%
90d 45%
1Y 78%
【Option Trading Volume】
Implied volatility for each normalized term:
【IV】
Implied volatility for each normalized term:
Recent highs: 1m 60%, 3m 70%, 6m 74%
11/1：1m 57%, 3m 58%, 6m 63%
Recent highs: 1m 60%, 3m 70%, 6m 74%
The rebound strength of each period IV of options weakened, and the IV of each period was very close, less than 10%.
【Skew】
Judging from the skewness of options, there is no sign of a return yet.
【Option Flows】
【Option position distribution】
【Option position distribution】
ETH Historical Volatility
【ETH Options】
ETH Historical Volatility
10d 53%
30d 50%
90d 79%
1Y 103%
Each standardized period IV:
【IV】
Each standardized period IV:
Today: 1m 59%, 3m 63%, 6m 67%
11/1：1m 58%，3m 64%，6m 67%
The period IV of Ethereum is relatively stable.
【Option Flows】
【Option position distribution】
【Option position distribution】
At the end of the year, Ethereum held a position of 513,300 ETH, and the month's option position was 147,000 ETH.
