Deribit Options Market Report: 0313-Holding a new high

特邀专栏作者

2021-03-13 20:58 (UTC+8)

This article is about 944 words, reading the full article takes about 2 minutes

Multiple hits to new highs have slowly piled up positions. Now Bitcoin options positions are 12 billion US dollars, and Ethereum options positions are 2.8 billion US dollars, both of which have created record highs.

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【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 60%

30d 82%

90d 94%

1Y 71%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 92%, 3m 95%, 6m 93%

3/12：1m 95%, 3m 96%, 6m 93%

The price of Bitcoin retreated to US$56,000, and the period IV began to turn downward again. 312 was calm, and investors who bet on short-term returns failed.

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, there are very few put option transactions, and it is time to choose the direction again, and now the bulls are more dominant.

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 88%

30d 92%

90d 121%

1Y 94%

Each standardized period IV:

【IV】

Each standardized period IV:

Today: 1m 107%, 3m 113%, 6m 112%

3/12：1m 111%，3m 116%，6m 113%

【Option Flows&Bulk Transaction】

According to Option Flows data, the proportion of selling call options is as high as 75%. Under this transaction situation, it can be seen that most traders are expecting a rise.

【Option position distribution】