Deribit Options Market Report: 0307—Ether is strong

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 77%  

30d 100%

90d 94%

1Y  87%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 96%, 3m 100%, 6m 96%

3/6：1m 99%, 3m 102%, 6m 98%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

According to Option Flows data, the rebound has brought a large number of Call Buys orders, but the overall turnover is relatively low, which is in line with the usual weekend market.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 109%  

30d 97%

90d 121%

1Y  112%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 111%, 3m 120%, 6m 117%

3/6：1m 112%，3m 121%，6m 118%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, except for selling call options, other types of transactions are close, and Ethereum now needs some conceptual positive stimulation.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 61,600 ETH, and the June term is about 314,000 ETH.