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【Deribit Options Market Broadcast】0714——Date Option

Deribit德瑞课堂

2021-07-14 14:23 (UTC+8)

本文约837字，阅读全文需要约3分钟

Ethereum fell below the integer price of 2000, which brought a wave of put option transactions. The volume of put options with an exercise price of 1900 on that day was nearly 5000, far exceeding other contracts. The trading volume of put options on the

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#daily options broadcast

【Daily Review】

【BTC Options】

Options volume was $220 million and options open interest was $4.1 billion.

【Historical Volatility】

10d 50%

30d 84%

90d 96%

1Y 76%

【IV】

Implied volatility for each normalized term:

【Historical Volatility】

7/13：1m 80%, 3m 86%, 6m 88%，DVol 90%

Today: 1m 81%, 3m 86%, 6m 88%, DVol 90%

【Option Flows&Bulk Transaction】

【Option position distribution】

【ETH Options】

The trading volume of Ethereum options is 140 million US dollars, and the open interest is 2.1 billion US dollars.

【Historical Volatility】

10d 92%

30d 108%

90d 139%

1Y 109%

【IV】

Each standardized period IV:

【Historical Volatility】

7/13：1m 93%，3m 101%，6m 103%

Today: 1m 98%, 3m 102%, 6m 103%

【Option Flows&Bulk Transaction】

【Option position distribution】

From the perspective of Option Flows, the trading volume of put options has soared, from 28,000 yesterday to 42,000. The trading volume of today's date options is very high, and the trading volume of put options with a strike price of 1900 on that day is nearly 5,000, far exceeding other contracts. The trading volume of put options on the day once exceeded the main contract of the month.