Deribit Options Market Report 0524 - Key Points

【BTC Options】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 142%

30d 113%

90d 87%

1Y  72%

【IV】

Implied volatility for each normalized term:

Today: 1m 126%, 3m 119%, 6m 112%, DVol 150%

5/23：1m 124%, 3m 117%, 6m 112%，DVol 140%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

【ETH Options】

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 257%  

30d 178%

90d 127%

1Y  100%

【IV】 

Each standardized period IV:

Today: 1m 167%, 3m 154%, 6m 145%

5/23：1m 181%，3m 162%，6m 149%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

At present, the term in May is about 340,000 coins, and the term in June is about 594,000 coins.

【Option position distribution】

At present, the term in May is about 340,000 coins, and the term in June is about 594,000 coins.