According to Deep Tide TechFlow news on June 13, based on data from Greeks.live, the cryptocurrency market is experiencing an important options delivery, with 28,000 BTC options and 244,000 ETH options expiring, with notional values of 2.93 billion USD and 620 million USD respectively. The put/call ratio for BTC options is 0.9, with the maximum pain point at 106,000 USD; the put/call ratio for ETH options is 1.13, with the maximum pain point at 2,650 USD.
Due to the impact of the Israeli attack on Iran, market risk aversion has significantly increased, and crypto asset prices have experienced a notable pullback. According to data, the delivery volume for this time accounts for about 8% of the total open interest, which is a decrease compared to last week.
In terms of volatility, BTC implied volatility remains low, while ETH implied volatility has clearly risen, providing greater operational space for volatility strategies. Although the volatility risk premium ( VRP ) has decreased after today’s adjustment, it is still at a high level, indicating that market volatility is extremely low.
The large transaction data shows that the main funds are increasing their positions in bearish options, and the market has entered a defensive phase.
Disclaimer: The information on this page may come from third parties and does not represent the views or opinions of Gate. The content displayed on this page is for reference only and does not constitute any financial, investment, or legal advice. Gate does not guarantee the accuracy or completeness of the information and shall not be liable for any losses arising from the use of this information. Virtual asset investments carry high risks and are subject to significant price volatility. You may lose all of your invested principal. Please fully understand the relevant risks and make prudent decisions based on your own financial situation and risk tolerance. For details, please refer to
Disclaimer.
