Deribit options market broadcast: 0702 - building a position

Editor's Note: This article comes fromDeribit Deri's trading class (ID: deri_trader), published with permission.

Deribit Deri's trading class (ID: deri_trader)

This broadcast is jointly presented by Deribit and Greeks.live.

BTC historical volatility

7d 19.36% 

14d 32.12%

30d 35.34%

60d 60.48%

1Y 85.54%

ETH Historical Volatility

7d 38.62% 

14d 47.29%

30d 48.06%

60d 67.58%

1Y 103.99%

BTC historical volatility

【BTC Options】

ETH Historical Volatility

secondary title

Implied volatility for each normalized term:

【BTC Options】

7/1：1m 51%, 3m 65%, 6m 72%

The trading volume was calm, and the option trading volume of deribit accounted for 93% of the total market trading volume yesterday.

Skewness:

Implied volatility for each normalized term:

7/1：1m -12%, 3m -1.8%, 6m +1.9%

Today: 1m 49%, 3m 64%, 6m 72%

Skewness:

The ratio of Put/Call Ratio position is 0.49, little change, the market is waiting for a big fluctuation.

【ETH Options】

Judging from the changes in positions, today's new positions are still concentrated in the most active contracts.

【ETH Options】

Each standardized period IV:

Today: 1m 51%, 3m 65%, 6m 73%

7/1：1m 50%，3m 65%，6m 72%

Trading was quiet.

Skewness:

Each standardized period IV:

7/1：1m -3.4%, 3m +4.3%, 6m +8.2%

Today: 1m 51%, 3m 65%, 6m 73%