Deribit Options Market Report 0428 —— Skew to the right

【Daily Review】

【Daily Review】

【BTC Options】

【BTC Options】

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

Implied volatility for each normalized term:

10d 84%

30d 62%

90d 82%

1Y  68%

【IV】

Implied volatility for each normalized term:

Today: 1m 67%, 3m 73%, 6m 74%, DVol 78%

4/27：1m 72%, 3m 78%, 6m 77%，DVol 83%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

At present, the term in April is about 76,300 coins, and the term in June is about 53,500 coins. The short-term decline is affected by the transfer of positions before the delivery date.

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 101%  

30d 91%

90d 93%

1Y  91%

【IV】 

Each standardized period IV:

Today: 1m 80%, 3m 88%, 6m 89%

4/27：1m 88%，3m 94%，6m 94%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

At present, the term in April is about 35,800 coins, and the term in June is about 44,400 coins.