Deribit Options Market Report: 0321-Higher bearish positions

特邀专栏作者

2021-03-21 22:44 (UTC+8)

This article is about 862 words, reading the full article takes about 2 minutes

Bitcoin's open interest Put/Call Ratio has risen to 0.9, and the open interest of put options is now close to bullish, which is quite counter-intuitive.

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Bitcoin's open interest Put/Call Ratio has risen to 0.9, and the open interest of put options is now close to bullish, which is quite counter-intuitive.

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 68%

30d 82%

90d 93%

1Y 69%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 83%, 3m 91%, 6m 92%

3/20：1m 84%, 3m 92%, 6m 92%

Judging from the Option Flows data, there are more call options transactions today, and the bulk transactions have cooled down.

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, there are more call options transactions today, and the bulk transactions have cooled down.

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 70%

30d 96%

90d 121%

1Y 92%

Each standardized period IV:

【IV】

Each standardized period IV:

Today: 1m 99%, 3m 109%, 6m 112%

3/20：1m 98%，3m 109%，6m 113%

【Option Flows&Bulk Transaction】

According to the Option Flows data, the transaction ratio of call options still exceeds 75%, and the put options with a slightly larger volume can almost only be traded through block transactions.

【Option position distribution】