Deribit Options Market Report: 0308—Value Reserve

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 80%  

30d 101%

90d 94%

1Y  88%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 96%, 3m 100%, 6m 97%

3/7：1m 96%, 3m 100%, 6m 96%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

From the Option Flows data, the slight rebound resulted in more Call Buys and Put Sells orders, but the overall turnover was relatively low.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 111%  

30d 97%

90d 121%

1Y  113%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 111%, 3m 118%, 6m 116%

3/7：1m 111%，3m 120%，6m 117%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

According to Option Flows data, selling call options accounted for nearly half, and the upward momentum of Ethereum has slowed down.

The current March term of Ethereum is about 61,700 ETH, and the June term is about 319,000 ETH.

【Option position distribution】

The current March term of Ethereum is about 61,700 ETH, and the June term is about 319,000 ETH.