Deribit Options Market Report: 0311—56,000 USD

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 80%  

30d 102%

90d 94%

1Y  71%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 94%, 3m 94%, 6m 93%

3/10：1m 96%, 3m 98%, 6m 95%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

From the Option Flows data, the seller has a slight advantage, especially the put option seller, which is more aggressive, which also depresses the IV.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 105%  

30d 96%

90d 121%

1Y  94%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 111%, 3m 115%, 6m 114%

3/10：1m 109%，3m 119%，6m 116%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

From the Option Flows data, the proportion of selling call options is relatively large. But from the perspective of skew, the sellers of put options are more aggressive.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 62,700 ETH, and the June term is about 326,000 ETH.