Deribit Options Market Report: 0303—Market Stalemate

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 101%  

30d 103%

90d 94%

1Y  88%

【Option Trading Volume】

Today: 1m 96%, 3m 98%, 6m 95%

【IV】

Implied volatility for each normalized term:

Today: 1m 96%, 3m 98%, 6m 95%

3/2：1m 96%, 3m 98%, 6m 94%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 129%  

30d 105%

90d 121%

1Y  113%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 115%, 3m 124%, 6m 119%

3/2：1m 118%，3m 125%，6m 121%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, today Ethereum continues to see multi-directional transactions occupying an absolute majority. Selling puts is slightly stronger than buying calls, the two together account for nearly 80%, and the direction is bullish.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 58,900 ETH, and the June term is about 312,000 ETH.