Deribit Options Market Report 0517 - Weak Market

【Daily Review】

【BTC Options】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 98%

30d 89%

90d 77%

1Y  69%

【IV】

Implied volatility for each normalized term:

Today: 1m 93%, 3m 89%, 6m 86%, DVol 105%

5/16：1m 91%, 3m 89%, 6m 88%，DVol 102%

This morning's dive caused the full-term IV to rise in an all-round way, and the current DVOL has reached the highest point of 105% since its launch. The short-term short-selling power continues to increase, causing the market's various term skews to be positive. The March term has returned to around 0, and short-term out-of-the-money put options are already more expensive than call options.

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

【ETH Options】

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 132%  

30d 118%

90d 99%

1Y  92%

【IV】 

Each standardized period IV:

Today: 1m 115%, 3m 113%, 6m 112%

5/16：1m 115%，3m 115%，6m 116%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

At present, the term in May is about 319,000 coins, and the term in June is about 554,000 coins.