【Deribit Options Market Broadcast】0805——ETH Rise

特邀专栏作者

2021-08-06 10:34 (UTC+8)

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Ethereum rose strongly, breaking through $2,700 in one fell swoop, and is now close to the upper limit of the fluctuation range after the 519 correction. This round of rebound has exceeded 50%, and the IV of each period has risen to above 100%. The mediu

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#daily options broadcast

【Daily Review】

【Market Heat】

【BTC Options】

The above parameters are the indicators used by individuals to observe the market heat. For details, please refer to the previous article "Coin Valuation Indicators: Reddit Fans Currency Price Ratio"

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 73%

30d 62%

90d 93%

1Y 77%

【IV】

Implied volatility for each normalized term:

Today: 1m 82%, 3m 85%, 6m 85%, DVol 91%

8/4 ：1m 80%, 3m 83%, 6m 84%，DVol 88%

【Option Flows&Bulk Transaction】

【Option position distribution】

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 70%

30d 81%

90d 136%

1Y 109%

【IV】

Each standardized period IV:

Today: 1m 100%, 3m 102%, 6m 101%

8/4 ：1m 96%，3m 99%，6m 99%

【Option Flows&Bulk Transaction】

【Option position distribution】

The option position in August was about 145,000 coins, and the options position in the current week was 133,000 coins, and the position rose significantly in the week.