Deribit Options Market Report: 1202—Big Trade
The block trade function of Greeks is listed, and today the Blocktrade module completed the first block trade. For users who need to find liquidity, there is another good place. Large-scale transactions mean stronger liquidity, better transaction prices and better trading experience, and it is foreseeable that large-scale transactions will have greater room for growth in the future.
【Option Trading Volume】
【BTC Options】 BTC historical volatility 10d 86% 30d 71% 90d 54% 1Y 79% 【Option Trading Volume】 Implied volatility for each normalized term: 【IV】 Implied volatility for each normalized term: Today: 1m 77.8%, 3m 70.5%, 6m 76.4% 12/1 ：1m 74.9%, 3m 76.2%, 6m 76.5% Previous highs: 1m 80%, 3m 79%, 6m 79% The short-term IV broke through the previous high again in this week's pull-up, while the mid- and long-term IV is falling instead. At present, Bitcoin is in the sensitive area below 20,000, and there are many people betting on the short-term, resulting in a significantly high short-term IV. But now is not a good time to sell short-term options, risk and profit coexist. 【Option Flows】 【Option position distribution】 【Option position distribution】 ETH Historical Volatility 【ETH Options】 ETH Historical Volatility 10d 108% 30d 86% 90d 82% 1Y 103% Each standardized period IV: 【IV】 Each standardized period IV: Today: 1m 95%, 3m 67%, 6m 86% 12/1 ：1m 76%，3m 82%，6m 80% The price of Ethereum remains around $600. There are still three days left in the trading day of this week. The short-term IV has risen significantly, but it is not as good as last week. This is obviously a key point factor. We can foresee that if Bitcoin breaks through $20,000, the entire market will take off again. 【Option Flows】 【Option position distribution】 【Option position distribution】 At the end of the year, Ethereum held a position of 582,000 ETH, and the current period's option position was 145,000 ETH. The year-end options that expire this month have maintained an absolute main position for nearly half a year, and are about to expire this month.
