【Deribit Options Market Broadcast】0614——The upper edge of the box
【Daily Review】
【Daily Review】
【BTC Options】
【BTC Options】
Implied volatility for each normalized term:
【Historical Volatility】
10d 105%
30d 113%
90d 91%
1Y 74%
【IV】
Implied volatility for each normalized term:
Today: 1m 90%, 3m 94%, 6m 97%, DVol 101%
6/13:1m 88%, 3m 93%, 6m 96%,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 82%
30d 190%
90d 134%
1Y 105%
【IV】
Each standardized period IV:
Today: 1m 109%, 3m 119%, 6m 120%
6/13:1m 113%,3m 120%,6m 120%
【Option Flows&Bulk Transaction】
【Option Flows&Bulk Transaction】
Judging from the Option Flows data, the transactions of Ethereum are relatively balanced, and the large transactions are very deserted, with almost no transactions within a day. But in the evening, there was just a large transaction of 4,000 contracts in the current month with a shallow imaginary value, and the sudden transaction made people have to pay attention.
【Option position distribution】
The June term is about 585,000 coins, of which the call option is about 328,000 coins.


