Deribit Options Market Report: 0323- Another delivery week

【Daily Review】

【Daily Review】

Implied volatility for each normalized term:

【BTC Options】

BTC historical volatility

10d 74%  

30d 80%

90d 94%

1Y  69%

【Option Trading Volume】

Options volume was $1.1 billion and options open interest was $12 billion.

【IV】

Implied volatility for each normalized term:

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

3/22：1m 78%, 3m 86%, 6m 88%

【Option Flows&Bulk Transaction】

【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】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 74%  

30d 97%

90d 121%

1Y  92%

Today: 1m 93%, 3m 104%, 6m 110%

【IV】 

Each standardized period IV:

Today: 1m 93%, 3m 104%, 6m 110%

3/22：1m 92%，3m 105%，6m 110%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

The current March term of Ethereum is about 689,000 ETH, and the June term is about 335,000 ETH.

【Option position distribution】

The current March term of Ethereum is about 689,000 ETH, and the June term is about 335,000 ETH.