Deribit Options Market Report: 0309—1Y RV

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 75%  

30d 101%

90d 94%

1Y  73%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 94%, 3m 97%, 6m 94%

3/8：1m 96%, 3m 100%, 6m 97%

Judging from the Option Flows data, the power of all parties is fiercely competing today, and the multi-party has a slight advantage.

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the power of all parties is fiercely competing today, and the multi-party has a slight advantage.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 103%  

30d 96%

90d 122%

1Y  97%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 107%, 3m 115%, 6m 113%

3/8：1m 111%，3m 118%，6m 116%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, selling put options accounted for nearly half, which is in stark contrast to yesterday's enthusiasm for selling calls.

【Option position distribution】

【Option position distribution】

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