Deribit Options Market Report: 0319-IV Falls

【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 90%, 3m 96%, 6m 96%

3/18：1m 95%, 3m 98%, 6m 97%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the power of all parties today is relatively balanced. But in fact, a large number of put options were traded last night and it was not reflected in the data.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 80%  

30d 97%

90d 121%

1Y  93%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 105%, 3m 115%, 6m 117%

3/18：1m 110%，3m 118%，6m 119%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the proportion of call option transactions is relatively high, exceeding 70%, which is already a norm.

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 666,000 ETH, and the June term is about 327,000 ETH.