"Deribit Options Market Report" 0612 - Pressure Transfer

【Daily Review】

【Daily Review】

Greeks.live Gezhi Data Lab officially launched the Data.Greeks.live data dashboard, and subsequent broadcasts will use the data provided by Greeks Data Lab and Deribit official website.

【BTC Options】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 106%

30d 110%

90d 92%

1Y 73%

【IV】

Implied volatility for each normalized term:

Today: 1m 82%, 3m 87%, 6m 94%, DVol 98%

6/11：1m 86%, 3m 90%, 6m 95%，DVol 100%

【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 107%  

30d 180%

90d 132%

1Y  105%

【IV】 

Each standardized period IV:

Today: 1m 108%, 3m 118%, 6m 121%

6/11：1m 119%，3m 125%，6m 124%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The June term is about 579,000 coins, of which the call option is about 325,000 coins.