Deribit Options Market Broadcast: 0118—M
【Daily Review】
【Daily Review】
Bitcoin has gone out of an M-shaped trend, and general technical analysis would dislike this trend. This kind of form is actually rare in the history of Bitcoin, and it is often accompanied by the start of a downward trend, but it is obviously unreasonable to decide one's own transaction through a similar form.
BTC historical volatility
【BTC Options】
BTC historical volatility
10d 92%
30d 86%
90d 68%
1Y 82%
【Option Trading Volume】
Options volume of $482 million was below recent averages, with current open interest at $7.7 billion.
【IV】
Implied volatility for each normalized term:
Implied volatility for each normalized term:
1/17 ：1m 129.4%, 3m 125.5%, 6m 112.4%
Today: 1m 123.8%, 3m 124.2%, 6m 115.2%
【Option Flows】
According to Option Flows data, the purchase of put options accounted for most of the transactions.
【Option position distribution】
【ETH Options】
【ETH Options】
ETH Historical Volatility
10d 126%
30d 126%
90d 95%
1Y 108%
The trading volume of Ethereum options today is US$72 million, and the open interest is US$1.5 billion.
【IV】
Each standardized period IV:
Each standardized period IV:
1/17 ：1m 168%，3m 162%，6m 151%
Today: 1m 165%, 3m 164%, 6m 152%
【Option Flows】
Judging from the Option Flows data, the trading volume of selling call options is obviously relatively large. The buyers stopped yesterday, and the sellers continued to exert their strength.
【Option position distribution】
【Option position distribution】
