Deribit Options Market Report: 0326-Four Witches

【Daily Review】

【Daily Review】

【Option Trading Volume】

【BTC Options】

BTC historical volatility

10d 64%  

30d 78%

90d 93%

1Y  69%

【Option Trading Volume】

Implied volatility for each normalized term:

【IV】

Implied volatility for each normalized term:

Today: 1m 73%, 3m 83%, 6m 87%

3/25：1m 77%, 3m 83%, 6m 86%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, the power of all parties is balanced today, and the volume of large transactions has calmed down today, mainly due to the reduction of positions in the next month. Most people who hold the contracts of the current month have to wait for delivery.

【Option position distribution】

【Option position distribution】

ETH Historical Volatility

【ETH Options】

ETH Historical Volatility

10d 56%  

30d 94%

90d 120%

1Y  92%

Each standardized period IV:

【IV】 

Each standardized period IV:

Today: 1m 93%, 3m 101%, 6m 107%

3/25：1m 93%，3m 104%，6m 110%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The current March term of Ethereum is about 706,000 ETH, and the June term is about 359,000 ETH.