Weekly Mid-week Crypto Derivatives Market Recap where Imran Lakha @ Options Insight gives brief yet concise breakdowns of BTC's & ETH's Volatility, Term-structure, Skew, and Crypto Option Flows.
This week Imran walks us through some key points.
1. Last couple days have seen some large swings, preventing 10d RV from collapsing.
2. BTC term structure stays slightly inverted as realized moves keep coming.
3. Skew starting to reverse back towards put premium after spending last few weeks in call premium, especially ETH.
4. Another week where options flows were dominated by calls.