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【Deribit Options Market Broadcast】0729——Skew Negative Bias

Deribit德瑞课堂
特邀专栏作者
2021-07-29 02:09
This article is about 981 words, reading the full article takes about 2 minutes
The continuous rise of Bitcoin has made the market more bullish. The mid-to-long-term at-the-money option IV has only risen slightly. The current rise is the short-to-medium term out-of-the-money call option. The price of out-of-the-money call options ha
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The continuous rise of Bitcoin has made the market more bullish. The mid-to-long-term at-the-money option IV has only risen slightly. The current rise is the short-to-medium term out-of-the-money call option. The price of out-of-the-money call options ha

【Daily Review】

【Daily Review】

【BTC Options】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 79%

30d 60%

90d 95%

1Y 77%

【IV】

Implied volatility for each normalized term:

Today: 1m 86%, 3m 85%, 6m 84%, DVol 95%

7/28:1m 85%, 3m 84%, 6m 83%,DVol 89%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

【ETH Options】

【ETH Options】

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

【Historical Volatility】

10d 83%  

30d 83%

90d 140%

1Y  109%

【IV】 

Each standardized period IV:

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

7/28:1m 102%,3m 101%,6m 100%

【Option Flows&Bulk Transaction】

【Option Flows&Bulk Transaction】

【Option position distribution】

【Option position distribution】

The July option is about 310,000 coins, of which the call option is 178,000 coins, and the monthly position has skyrocketed.

options
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