Deribit Options Market Report: 0320-High Sideways

特邀专栏作者

2021-03-20 23:50 (UTC+8)

This article is about 817 words, reading the full article takes about 2 minutes

At present, Bitcoin is trading sideways near the highest point in history, and the shape is very similar to the state in early December. Bitcoin rarely has a history of plummeting in this shape.

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At present, Bitcoin is trading sideways near the highest point in history, and the shape is very similar to the state in early December. Bitcoin rarely has a history of plummeting in this shape.

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 74%

30d 84%

90d 93%

1Y 69%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 84%, 3m 92%, 6m 92%

3/19：1m 90%, 3m 96%, 6m 96%

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the forces of all parties are relatively balanced today, and large transactions obviously affect the market.

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 71%

30d 97%

90d 121%

1Y 92%

Each standardized period IV:

【IV】

Each standardized period IV:

Today: 1m 98%, 3m 109%, 6m 113%

3/19：1m 105%，3m 115%，6m 117%

【Option Flows&Bulk Transaction】

According to the Option Flows data, the transaction ratio of call options exceeds 80%, and the put options with a slightly larger volume can almost only be traded through block transactions.

【Option position distribution】