Deribit Options Market Report: 1117—Working Day Quotes
【Option Trading Volume】
【BTC Options】 BTC historical volatility 10d 78% 30d 60% 90d 50% 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% 11/16：1m 53.8%, 3m 59.5%, 6m 62.4% Previous highs: 1m 65%, 3m 70%, 6m 74% Bitcoin broke through $16,400 and set a new high. The current price of Bitcoin is only lower than the apex of the last round of bull market. Option IV of each term basically maintains the level of Friday. While the market is currently rising, the basis and IV are both stable. This kind of market is very similar to the long bull market per share. 【Option Flows】 【Option position distribution】 【Option position distribution】 ETH Historical Volatility ETH Historical Volatility 10d 80% 30d 65% 90d 80% 1Y 103% Each standardized period IV: 【IV】 Each standardized period IV: Today: 1m 63%, 3m 67%, 6m 68% 11/16 ：1m 61%，3m 67%，6m 65% The term structure of Ethereum has smoothed out a bit, and the ultra-short-term IV of Ethereum is already very low. It is also worth noting that Skew is continuing to deviate. It may be a good way to hold a spot sell call or make a bull market spread. 【Option Flows】 【Option position distribution】 【Option position distribution】 At the end of the year, Ethereum held a position of 541,100 ETH, and the month’s option position was 208,100 ETH. A large number of Ethereum’s real value at the end of the year is bullish, and it is difficult to liquidate positions stored in the warehouse. These positions will have a significant impact on the market next month.【ETH Options】
