Deribit Options Market Broadcast: 0312

【Daily Review】

【Daily Review】

Today's date is the best article title. 312 has a profound impact on digital currency, and some people may still talk about it a few years later.

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 82%  

30d 82%

90d 94%

1Y  71%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 95%, 3m 96%, 6m 93%

3/11：1m 94%, 3m 94%, 6m 93%

The price of Bitcoin rose to 57,000 US dollars, which was the same as the price before the 222 crash. Each period IV is relatively stable, and there are many investors who use options to bet on short-term.

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

From the Option Flows data, the sellers of call options accounted for nearly half of the trading volume, which is in line with the characteristics of a flat market, and it is time to choose a direction again.

【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 116%, 6m 113%

3/11：1m 111%，3m 115%，6m 114%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 63,200 ETH, and the June term is about 326,000 ETH.