Deribit Options Market Report: 0310—close to the previous high

特邀专栏作者

2021-03-10 16:45 (UTC+8)

This article is about 843 words, reading the full article takes about 2 minutes

The price of Ethereum has returned to $1,850, and the price of Bitcoin has returned to $56,000, which is close to the previous high—near the highest price in history.

AI Summary

Expand

The price of Ethereum has returned to $1,850, and the price of Bitcoin has returned to $56,000, which is close to the previous high—near the highest price in history.

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 80%

30d 102%

90d 94%

1Y 72%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

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

3/9：1m 94%, 3m 97%, 6m 94%

【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】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 102%

30d 96%

90d 121%

1Y 95%

Each standardized period IV:

【IV】

Each standardized period IV:

Today: 1m 109%, 3m 119%, 6m 116%

3/9：1m 107%，3m 115%，6m 113%

【Option Flows&Bulk Transaction】

From the Option Flows data, the proportion of buying call options is relatively large, and the multi-party has a clear advantage, which also promotes the rise of IV.

【Option position distribution】