Deribit Options Market Announcement 0707-the next bad news

The bad news on the news has come again, but now the market is desensitized to bad news, and the bad news on the news has little effect on the market trend.

Coin World-Deribit Options Market Broadcast 0707-the next bad news

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

【Daily Comment】

The bad news on the news has come again, but the market has not responded much. Now the market is desensitized to bad news, and the bad news on the news has little effect.

【BTC Option】

The volume of options is 210 million U.S. dollars, and the option holdings are 4.4 billion U.S. dollars.

【Historical Volatility】 

10d 69%

30d 95%

90d 96%

1Y 76%

【IV】

Implied volatility of each standardized period:

Today: 1m 86%, 3m 91%, 6m 93%, DVol 96%

7/6 : 1m 87%, 3m 91%, 6m 92% , DVol 96%

The bad news on the news has come again, but the market has not responded much. Now the market is desensitized to bad news, and the bad news on the news has little effect. Bitcoin fluctuated little, remained in the 34000 area, and the IV remained basically unchanged.

Coin World-Deribit Options Market Broadcast 0707-the next bad news
Coin World-Deribit Options Market Broadcast 0707-the next bad news

【Option Flows&Bulky Transaction】

From Option Flows data, the overall transaction of option sellers is more active, the overall transaction volume is stable, and the transaction structure is in line with the status quo of a steady market. The volume of block transactions is slightly higher than 1,000 coins, accounting for 18%, and the IV is close to the market price, and the sellers who actively traded did not significantly depress the IV.

Coin World-Deribit Options Market Broadcast 0707-the next bad news

【Distribution of Option Positions】

The July term option holdings are about 29,000 yuan, of which 16,700 are call options.

Coin World-Deribit Options Market Broadcast 0707-the next bad news
Coin World-Deribit Options Market Broadcast 0707-the next bad news

【ETH Option】

The trading volume of Ethereum options was US$148 million and the open interest was US$2.5 billion.

【Historical Volatility】

10d 101%

30d 106%

90d 139%

1Y 109%

【IV】 

Each standardization period IV:

Today: 1m 97%, 3m 104%, 6m 107%

7/6 : 1m 94% , 3m 100% , 6m 104%

The volatile price range of Ethereum is at a relatively high level in the near future, which is significantly stronger than that of Bitcoin. The IV of various term options rose slightly, and the downward trend of IV has eased.

Coin World-Deribit Options Market Broadcast 0707-the next bad news
Coin World-Deribit Options Market Broadcast 0707-the next bad news

【Option Flows&Bulky Transaction】

From the perspective of Option Flows, Call trading volume is clearly leading, with more than 41,000 currency transactions accounting for more than 65%. Today’s total transaction remains at an average level. Recently, there has been a tepid block transaction. The 14,000 currency call option transaction is close to 519. At the highest level, 5,300 coins were also traded in bearish blocks, which was significantly higher than usual.

Coin World-Deribit Options Market Broadcast 0707-the next bad news

 【Distribution of Option Positions】

July options are about 220,000 yuan, of which call options are 140,000 yuan.

Coin World-Deribit Options Market Broadcast 0707-the next bad news
Coin World-Deribit Options Market Broadcast 0707-the next bad news

Posted by:CoinYuppie,Reprinted with attribution to:https://coinyuppie.com/deribit-options-market-announcement-0707-the-next-bad-news/
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