Deribit Options Market Report: 0325-The Biggest Pain Point

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 66%  

30d 80%

90d 93%

1Y  69%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 77%, 3m 83%, 6m 86%

3/24：1m 69%, 3m 81%, 6m 85%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the forces of all parties are balanced today, and the volume of large transactions has been huge since yesterday evening.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 60%  

30d 99%

90d 120%

1Y  92%

Each standardized period IV:

【IV】 

Each standardized period IV:

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

3/24：1m 94%，3m 100%，6m 106%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

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