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Deribit Insights
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The best resource for Crypto Derivatives trading. Telegram 24/7: http://t.me/deribit Deribit is not available in the United States or other restricted countries.
Posts
Deribit Insights
11-06
Crypto Derivatives: Analytics Report – Week 45
BTC
0.46%
Deribit Insights
11-05
Option Flow: Big Calls & Rising IV
Deribit Insights
11-05
1) Outsized T-1 Option flows jack IV higher. APAC-Euro flow: 1.5k Nov 72+75k Calls bought. At US open, as BTC peaked at 69.3k, Nov29 60k Put bought x1k funded by Nov29 80k Call, and Nov15 64k Put bought 1.5k. ETF outflow. BTC to 66.8k CME Whale pounced+lifted Nov29 70k Calls. 69k
Deribit Insights
11-02
7) The Option +IV buying has not been matched by continuously increasing Realized vol, but ofc represents anticipatory vol post-election. Therefore, the 7day VRP has now widened to 30%!
Deribit Insights
11-02
4) In fact, a close breakdown of Gamma forensics suggests some TPing and rolling of shorter term Nov8 outward to Nov15-29 expiries to avoid paying very high levels of theta in the days preceding any result.
Deribit Insights
10-31
Key insights by the smart people @BlockScholes ⤵️
Deribit Insights
10-31
Crypto Derivatives: Analytics Report – Week 44
ETH
6.31%
Deribit Insights
10-31
Option Flow: BTC Nears ATH as ETF Inflows Surge
BTC
0.46%
Deribit Insights
10-31
Episode 6: Future Blockchain Summit 2024 – Dubai, UAE
Deribit Insights
10-31
Episode 40: BTC Looks Ready To Take Out The Highs As US Election Looms
BTC
0.46%
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