Deribit Options Market Report 0514——Position Decreases

【Daily Review】

【BTC Options】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 110%

30d 88%

90d 76%

1Y  69%

【IV】

Implied volatility for each normalized term:

Today: 1m 82%, 3m 83%, 6m 84%, DVol 92%

5/12：1m 90%, 3m 87%, 6m 86%，DVol 90%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

【ETH Options】

【ETH Options】

The trading volume of Ethereum options was 884 million US dollars, and the open interest was 6.4 billion US dollars.

Each standardized period IV:

10d 147%  

30d 112%

90d 95%

1Y  92%

【IV】 

Each standardized period IV:

Today: 1m 113%, 3m 115%, 6m 114%

5/13：1m 117%，3m 116%，6m 110%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

At present, the term in May is about 310,000 coins, and the term in June is about 548,000 coins. The number of short-term positions has increased significantly, but the total amount of positions is declining.