Deribit Options Market Report: 0315-Strong Bullish

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 71%  

30d 82%

90d 95%

1Y  71%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 98%, 3m 101%, 6m 99%

3/14：1m 100%, 3m 101%, 6m 96%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, there are more put option transactions, and the forces in all directions are relatively balanced.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 96%  

30d 96%

90d 122%

1Y  94%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 112%, 3m 118%, 6m 117%

3/14：1m 112%，3m 118%，6m 114%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 643,000 ETH, and the June term is about 326,000 ETH.