Amberdata

Amberdata

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Amberdata is the leading provider of digital asset data. Visit the Amberdata Derivatives Twitter - https://twitter.com/GenesisVol

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Volatility is being priced out across both BTC and ETH 7-day ATM IV BTC: ~52, down from ~69 earlier this month ETH: compressing in tandem This kind of cross-asset IV compression doesn’t persist It resolves with expansion and usually with direction Positioning is calm The setup is not Data from our Intelligence platform: intelligence.amberdata.com

Day 2 at DAS NYC: the shift is happening. Crypto is moving from narrative to fundamentals. DCF. Revenue. Real value. 24/7 markets influencing TradFi. Agents entering the economy. This is the build phase.

1) STRC assisted BTC to 76k and last report's 75k Calls to a 4x, but there was no sign of profit taking as Spot retraced hard. Instead, buying of 50-60k Puts, +Mar Put spreads. When Israel hit energy infra yesterday and PPI came in hot, Puts lifted via April+Dec risk reversals.

Liquidity collapsed before price did. BTC order book depth at 10bps fell 46% in October as market makers pulled quotes during the cascade. Depth is still ~40% below peak. The market is structurally thinner heading into 2026. Section 6 of our Crypto ...

Modern Portfolio Theory breaks into crypto Fat tails. Extreme skew. Regime shifts that traditional models were never built for. Institutional managers are moving toward downside-focused risk metrics, simulation-based allocation, & data-driven portfol...

The crypto carry trade wasn’t a strategy in 2025. It was a 23-day opportunity that people traded for 12 months. Peak basis: 15%+ Most of the year: <6% Today: ~5% That’s barely above T-bills. Institutions don’t chase carry. They wait for it.

Bitcoin options dealers are short gamma at the edges. $60K floor $75K ceiling That means if BTC breaks either level, dealer hedging can accelerate the move. Calm inside the box. Violence outside it.

War risk, weak jobs data, & rising vol are driving markets @genesisvol BTC realized volatility is high but price stuck in a range. Options markets are pricing fear. But volatility may be too expensive to buy. Here’s what derivatives data is signaling ↓

Geopolitics just took the wheel ⚔️ Oil. Gold. AI stocks. Risk assets. And crypto options markets are already screaming downside. • ∆25 skew at extreme bearish levels • Put wing pricing similar to Nov 2022 FTX stress • Short-term vol in backwardation • Heavy hedging flows via IBIT options AD Derivatives (formerly GVol) But here’s the twist: A lot of the downside may already be priced in. Instead of chasing puts, volatility structure suggests the opportunity may be in supplying liquidity to panic hedgers. AD Derivatives (formerly GVol) Medium term? Trend still not broken. ETH/BTC looks especially vulnerable. Full derivatives breakdown inside ↓ blog.amberdata.io/iran-tension...… AD Derivatives (formerly GVol)

Bitcoin finished 2025 down 7.3% But inside that number: +21.5% in 1 regime -20.4% in another 32% max drawdown Correlation → 1.0 during stress Same asset. Different regimes In crypto, regime > coin selection Section 4 breaks down risk-adjusted reality

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