Deribit Options Market Report: 1112—Bull Spread
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 76% 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% 11/11：1m 52.8%, 3m 58.5%, 6m 62.4% Previous highs: 1m 65%, 3m 70%, 6m 74% Bitcoin broke through the key position of $16,000. The mid-to-long-term option market has not changed significantly. The short-term IV has begun to take off. At present, the IV at the end of the month has been suppressed to a very low level. It is worth doing a bull market spread. 【Skew】 The skewness of options still maintains a relatively high level, and the bull market spread is very cost-effective. 【Option Flows】 【Option position distribution】 【Option position distribution】 ETH Historical Volatility 【ETH Options】 ETH Historical Volatility 10d 80% 30d 63% 90d 82% 1Y 103% Each standardized period IV: 【IV】 Each standardized period IV: Today: 1m 65%, 3m 67%, 6m 67% 11/11 ：1m 65%，3m 67%，6m 67% The term structure of Ethereum has changed greatly, and the option IV in the current week has risen, but the ultra-short-term IV is prone to distortion. Generally speaking, IV is relatively stable. 【Option Flows】 【Option position distribution】 【Option position distribution】 At the end of the year, the Ethereum held a position of 547,900 ETH, and the month's option position was 188,800 ETH. A lot of Ethereum positions were added to this week.
