Deribit Options Market Report: 0130—Call market

【Daily Review】

Yesterday, Elon Musk, the richest man in the new world and the boss of Tesla, called for a single bitcoin, and the bitcoin soared by 20%, and then one day later, Bitcoin was about to fall back to the previous price.

BTC historical volatility

【BTC Options】

BTC historical volatility

10d 119%  

30d 105%

90d 78%

1Y   84%

【Option Trading Volume】

Options volume was $1.6 billion, with current open interest at $5.2 billion.

【IV】

Implied volatility for each normalized term:

Implied volatility for each normalized term:

1/29 ：1m 115%, 3m 108%, 6m 104%

Today: 1m 113%, 3m 108%, 6m 105%

【Option Flows】

Judging from the Option Flows data, the market is rarely balanced.

【Option position distribution】

【ETH Options】

【ETH Options】

ETH Historical Volatility

10d 184%  

30d 157%

90d 111%

1Y  110%

The trading volume of options on Ethereum today is 227 million US dollars, and the open interest is 1.6 billion US dollars. The trading volume of Ethereum has increased sharply.

【IV】 

Each standardized period IV:

Each standardized period IV:

1/29  ：1m 157%，3m 154%，6m 139%

Today: 1m 137%, 3m 142%, 6m 136%

【Option Flows】

Judging from the Option Flows data, the transaction of call options is relatively concentrated.

【Option position distribution】

【Option position distribution】