Deribit Options Market Report: 0304—Continue to wait and see
【Daily Review】
【Daily Review】
【Option Trading Volume】
【BTC Options】
BTC historical volatility
10d 103%
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%
3/3:1m 96%, 3m 97%, 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 132%
30d 105%
90d 121%
1Y 114%
Each standardized period IV:
【IV】
Each standardized period IV:
Today: 1m 115%, 3m 123%, 6m 118%
3/3:1m 115%,3m 124%,6m 119%
【Option Flows&Bulk Transaction】
【Option Flows&Bulk Transaction】
Judging from the Option Flows data, today's Ethereum buy call transactions accounted for an absolute majority, accounting for nearly 50%. Selling calls is slightly less than buying calls, and the proportion is also close to 30%.
【Option position distribution】
【Option position distribution】
The current March term of Ethereum is about 59,000 ETH, and the June term is about 313,000 ETH, with little change.


