【Deribit Options Market Report】0722——Delta Neutral
2021-07-25 05:16
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Delta neutrality is a concept often mentioned in options trading. In options trading, hedging is ubiquitous, and a large amount of hedging is aimed at Delta. Generally, we call the state where the total Delta is close to zero as neutral. One thing to not
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Delta neutrality is a concept often mentioned in options trading. In options trading, hedging is ubiquitous, and a large amount of hedging is aimed at Delta. Generally, we call the state where the total Delta is close to zero as neutral. One thing to not
【Daily Review】
【Daily Review】
【BTC Options】
【BTC Options】
Implied volatility for each normalized term:
【Historical Volatility】
10d 63%
30d 79%
90d 96%
1Y 76%
【IV】
Implied volatility for each normalized term:
Today: 1m 76%, 3m 80%, 6m 81%, DVol 85%
7/21：1m 78%, 3m 80%, 6m 82%，DVol 88%
【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 90%
30d 110%
90d 139%
1Y 109%
【IV】
Each standardized period IV:
Today: 1m 97%, 3m 99%, 6m 100%
7/21：1m 98%，3m 100%，6m 100%
【Option Flows&Bulk Transaction】
【Option Flows&Bulk Transaction】
【Option position distribution】
【Option position distribution】
picture
options
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