【Deribit Options Market Report】0908—

BTC0.0₂₀

ETH0.0₂₀

HTX0.0₂₀

SOL0.0₂₀

BNB0.0₂₀

BTC0.0₂₀

ETH0.0₂₀

HTX0.0₂₀

SOL0.0₂₀

BNB0.0₂₀

【Deribit Options Market Report】0908——IV Stable

Deribit德瑞课堂

2021-09-09 02:09

本文约1218字，阅读全文需要约5分钟

Yesterday evening, the whole market plummeted. Bitcoin fell by nearly 10,000 US dollars from a high of 52,000 US dollars. It is currently at 47,000 US dollars, dropping all the gains last week. Despite the sharp drop, IV is generally stable, with only a

included in topic

The broadcast data is provided by Greeks.live Data Lab and Deribit official website.

【Weekly review】

【Market Heat】

The settlement price of Bitcoin yesterday was 52,355 US dollars, the price ratio of Reddit fans was 70, and the annualized growth rate of fans compounded in seven days was 39%

【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 82%

30d 71%

90d 77%

1Y 79%

【IV】

Implied volatility for each normalized term:

Today: 1m 86%, 3m 92%, 6m 96%, DVol 95%

9/7 ：1m 83%, 3m 92%, 6m 95%，DVol 92%

【Option Flows&Bulk Transaction】

【Option position distribution】

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 115%

30d 91%

90d 94%

1Y 109%

【IV】

Each standardized period IV:

Today: 1m 102%, 3m 109%, 6m 112%, DVol 109%

9/7 ：1m 100%，3m 109%，6m 112%，DVol 107%

【Option Flows&Bulk Transaction】

【Option position distribution】

The September option position is about 390,000 coins, of which the call option position is about 245,000 coins, and the position data has not changed much.