Deribit Options Market Report: 0318-Sellers make efforts

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 79%  

30d 85%

90d 94%

1Y  70%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 95%, 3m 98%, 6m 97%

3/17：1m 94%, 3m 96%, 6m 96%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 82%  

30d 97%

90d 121%

1Y  93%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 110%, 3m 118%, 6m 119%

3/17：1m 111%，3m 119%，6m 118%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

According to Option Flows data, the proportion of call option transactions is relatively high, exceeding 75%. The recent call option trading volume is about three times that of put options for a long time.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 657,000 ETH, and the June term is about 326,000 ETH.