Deribit Options Market Report: 0317-Out-of-the-money call

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 75%  

30d 84%

90d 96%

1Y  70%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 94%, 3m 96%, 6m 96%

3/16：1m 95%, 3m 97%, 6m 97%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the transaction distribution is very scattered, and the forces of all parties are evenly matched.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 94%  

30d 97%

90d 122%

1Y  93%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 111%, 3m 119%, 6m 118%

3/16：1m 114%，3m 118%，6m 119%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

From the Option Flows data, the proportion of call option transactions is relatively high, exceeding 70%, and.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 649,000 ETH, and the June term is about 325,000 ETH.