Deribit Options Market Broadcast: 0811 - Pairing Put Options
Paired put option (Married Put) means that when an investor holds a long position, he purchases an equal proportion of at-value put options to prevent losses caused by a sharp drop.
BTC historical volatility
BTC historical volatility 10d 60% 30d 53% 90d 52% 1Y 80% Implied volatility for each normalized term: Implied volatility for each normalized term: Today: 1m 59%, 3m 67%, 6m 68% 8/10：1m 58%, 3m 68%, 6m 69% Skewness: Skewness: Today: 1m +5.4%, 3m +10.5%, 6m +15.3% 8/10：1m +7.2%, 3m +10.3%, 6m +15.8% The skew has not changed much. From BTC Option Flows, it can be seen that Call Sells accounted for another 40% of the trading volume, and the current Deribit options trading volume accounts for 89% of the total market. Judging from the changes in open interest, short-term options are currently very active, and there will not be much pressure to move positions in the options market in the middle of the month. secondary title ETH Historical Volatility 10d 89% 30d 74% 90d 66% 1Y 101% Each standardized period IV: Each standardized period IV: Today: 1m 77%, 3m 83%, 6m 84% 8/10 : 1m 11%，3m 82%，6m 82% Ethereum IV has not changed much, and Call Sells has taken the dominant position again, and now the market continues to be in a stalemate. Ethereum's at-the-money option positions are thriving, with positions reaching 85,000 ETH. The notional value of options expiring at the end of the year is as high as 310,000 coins, equivalent to $120 million at current prices.【BTC Options】
ETH Historical Volatility
