Deribit Options Market Report: 0322-IV new low

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 68%  

30d 82%

90d 93%

1Y  69% 

【Option Trading Volume】

Today: 1m 76%, 3m 87%, 6m 89%

【IV】

Implied volatility for each normalized term:

Today: 1m 76%, 3m 87%, 6m 89%

3/21：1m 83%, 3m 91%, 6m 92%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, there are more call options transactions today, and large transactions are very active.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 66%  

30d 95%

90d 121%

1Y  92%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 92%, 3m 105%, 6m 110%

3/21：1m 99%，3m 109%，6m 112%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 685,000 ETH, and the June term is about 329,000 ETH.