Deribit Options Market Podcast 0703: Huge Short Term Put

Options volume was $254 million and options positions were $4.1 billion.

Deribit Options Market Podcast 0703: Huge Short Term Put

Podcast data provided by Greeks.live Gezi Data Lab and Deribit’s official website.

[Brief Daily Commentary

Normally, date options positions are not particularly high, and volume generally varies with market fluctuations. But yesterday, without much of a market, Ether 3 expiration 1950P traded as many as 4,762 contracts, far more than any other options contract of the day, as well as periodic rights and monthly options at the same price, and adjacent options also traded in larger volumes.

[BTC Options].

Options volume was $254 million, and options positions were $4.1 billion.

[Historical Volatility

10d 88%

30d 100%

90d 96%

1Y 76%

[IV

Implied volatility by standardized maturity.

Today : 1m 90%, 3m 93%, 6m 93%, DVol 101%

7/2 : 1m 89%, 3m 93%, 6m 94%, DVol 102%

Bitcoin is not fluctuating much at $33,000, IV is stable, recent volume in the virtual put options is high, other than that there are no data changes of note.

Deribit Options Market Podcast 0703: Huge Short Term Put
Deribit Options Market Podcast 0703: Huge Short Term Put

[Option Flows & Block Trade].

Looking at Option Flows data, put options volume is rising significantly, which is the main change in the last two days. The main volume came from short-term vanilla puts, but there was no significant concentration of volume. Block trades were slightly below yesterday’s level, with call blocks of 1,000 coins, or 14%, and put blocks of 500 coins, or 7%.

Deribit Options Market Podcast 0703: Huge Short Term Put

[Options Position Distribution].

July term option positions are about 28,000 coins, including 16,000 coins in call option positions.

Deribit Options Market Podcast 0703: Huge Short Term Put
Deribit Options Market Podcast 0703: Huge Short Term Put

[ETH Options].

ETH options volume of $152 million and position of $2.1 billion.

[Historical Volatility

10d 107%

30d 110%

90d 139%

1Y 109%

[IV].

Each standardized term IV.

Today: 1m 99%, 3m 106%, 6m 108%

7/2 : 1m 104%, 3m 108%, 6m 109%

Ether volatility is decreasing, IV of all term options are decreasing, a large number of short-term 1950 puts were traded yesterday, which may have had some impact on the ultra-short-term IV, with the January term falling below 100% again.

Deribit Options Market Podcast 0703: Huge Short Term Put
Deribit Options Market Podcast 0703: Huge Short Term Put

【Option Flows & Block Trading

Generally speaking, the position of date options is not particularly high, and the volume is usually changing with the fluctuation of the market.

However, from Option Flows data, yesterday, without much of a market, Ether 3 expiration 1950P traded as high as 4762 contracts, far more than other option contracts of the day, as well as periodic rights and monthly options at the same price, and adjacent options also traded in larger volumes.

Deribit Options Market Podcast 0703: Huge Short Term Put

[Options Position Distribution].

The current month’s options are about 217,000 coins, of which 135,000 coins are call options.

Deribit Options Market Podcast 0703: Huge Short Term Put
Deribit Options Market Podcast 0703: Huge Short Term Put

Posted by:CoinYuppie,Reprinted with attribution to:https://coinyuppie.com/deribit-options-market-podcast-0703-huge-short-term-put/
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