Deribit Options Market Podcast 0526 – Put Sells

Bitcoin recovers $40,000, the market stabilizes, IV stabilizes, Skew starts to return towards the zero axis, and the brief panic passes.

Bitcoin recovered $40,000, the market stabilized, IV also stabilized, Skew started to return to zero axis, the brief panic passed. Today, the next month 3520Call a contract traded nearly 10% of the volume, mainly in the form of block trades. Block trades have always been a barometer of the market, and this data is worth watching.

Podcast data provided by Greeks.live and Skew.com.

[Daily Briefing].

Bitcoin recovered $40,000, the market stabilized, IV also stabilized, Skew started to return to zero axis, the brief panic passed. Today ETH second month 3520Call a contract traded nearly 10% of the volume, mainly in the form of large transactions, large transactions have always been the barometer of the market, this data is worthy of attention.

BTC Options]

Options volume of $340 million, options positions of $6.5 billion.

[Historical Volatility].

10d 157%

30d 120%

90d 86%

1Y 73%

[IV]

Implied volatility by normalized maturity.

Today: 1m 107%, 3m 106%, 6m 110%, DVol 120%

5/25: 1m 104%, 3m 108%, 6m 107%, DVol 125%

Bitcoin recovered $40,000, the market stabilized, IV also stabilized, Skew started to return to zero axis, the brief panic passed.

Deribit Options Market Podcast 0526 - Put Sells

[Option Flows & Block Trade].

From Option Flows data, bitcoin sell put options volume is more than one-third, and the volume of puts reached 70% of the total volume. Block trades were lukewarm, basically all flat value puts, and from IV should be actively sold.

Deribit Options Market Podcast 0526 - Put Sells

[Option Position Distribution].

The current May term is about 56,000 coins and the June term is about 66,000 coins.

Deribit Options Market Podcast 0526 - Put Sells

[ETH Options].

ETH options volume of $251 million and position of $3.9 billion.

[Historical Volatility

10d 287%

30d 178%

90d 127%

1Y 100%

[IV].

Each standardized term IV.

Today: 1m 144%, 3m 140%, 6m 136%

5/25: 1m 144%, 3m 141%, 6m 138%

Ether hit $3,000 and this rally is hopeful for straight 100%. Ether is now trending much like it did in 2017. the IV downtrend has ended and IV has now stabilized at 140% at all levels.

Deribit Options Market Podcast 0526 - Put Sells

Option Flows & Block Trade

From Option Flows data, today’s sub-month 3520Call a contract traded nearly 10% of the volume, mainly in the form of block trades, block trades have always been the barometer of the market, this data is worthy of attention.

Deribit Options Market Podcast 0526 - Put Sells

[Options Position Distribution].

The current May term is about 347,000 coins and the June term is about 595,000 coins.

Deribit Options Market Podcast 0526 - Put Sells
Deribit Options Market Podcast 0526 - Put Sells

Posted by:CoinYuppie,Reprinted with attribution to:https://coinyuppie.com/deribit-options-market-podcast-0526-put-sells/
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