Deribit Options Market Report: 1111—Big Sale
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 75% 30d 56% 90d 49% 1Y 78% 【Option Trading Volume】 Implied volatility for each normalized term: 【IV】 Implied volatility for each normalized term: Previous highs: 1m 65%, 3m 70%, 6m 74% 11/10：1m 54.4%, 3m 68.2%, 6m 62.6% Previous highs: 1m 65%, 3m 70%, 6m 74% The sideways market will not bring too much enthusiasm for trading, and the IV at the end of the month is pushed down to a very low level, returning to around 50%. 【Skew】 The skewness of options still maintains a relatively high level, close to 20% in the medium and long term, and 10% in the short term. 【Option Flows】 【Option position distribution】 【Option position distribution】 ETH Historical Volatility 【ETH Options】 ETH Historical Volatility 10d 80% 30d 63% 90d 82% 1Y 103% Today: 1m 65%, 3m 67%, 6m 67% 【IV】 Each standardized period IV: Today: 1m 65%, 3m 67%, 6m 67% 11/10 ：1m 65%，3m 67%，6m 67% The term structure of Ethereum has changed greatly, and it has basically returned to the normal term structure. Today, the out-of-value puts were sold a lot, and there were even many transactions at the strike price of $60. 【Option Flows】 【Option position distribution】 【Option position distribution】 At the end of the year, Ethereum held a position of 542,100 ETH, and the option position of the month was 177,000 ETH.
