【Deribit Options Market Broadcast】0615——BTC has reached the key level of $40,000

特邀专栏作者

2021-06-16 10:23 (UTC+8)

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$40,000 is an important price point in this round of bull market, and the four crossings of $40,000 are turning points in different stages of this round of bull market. Now that there is a lack of confidence in the market, can this breakthrough of 40,000

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【Daily Review】

【BTC Options】

Options volume was $600 million and options open interest was $6.3 billion.

【Historical Volatility】

10d 114%

30d 119%

90d 90%

1Y 74%

【IV】

Implied volatility for each normalized term:

【Historical Volatility】

6/14：1m 90%, 3m 94%, 6m 97%，DVol 101%

Today: 1m 89%, 3m 92%, 6m 94%, DVol 100%

【Option Flows&Bulk Transaction】

【Option position distribution】

【ETH Options】

【Historical Volatility】

10d 83%

30d 190%

90d 134%

1Y 105%

【IV】

Each standardized period IV:

Today: 1m 110%, 3m 116%, 6m 118%

6/14：1m 109%，3m 119%，6m 120%

Today: 1m 110%, 3m 116%, 6m 118%

【Option Flows&Bulk Transaction】

The sideways position of Ethereum is significantly higher than the $2,000 before the pull-up at the end of April, but the rise is weak, and the trading volume is relatively stable and sluggish. IV has continued to decline since mid-May, but the current level is not low, and there is still a lot of room for sellers.

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, there are more bearish transactions in Ethereum, and the bulls are relatively strong. The big transactions are concentrated on a few short-term bearish orders, the transaction IV is not high, and the price given by the seller is good. Overall, the market doesn't look very afraid of the downside.