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, Crypto Option Flows, and Gamma positioning.
This week Imran walks us through some key points.
1. Crypto realized vol exploded higher on past week on the SVB news
2. BTC & ETH Term Structure flip into backwardation
3. BTC & ETH Skew went up about 10 vols for puts and then collapsed
4. BTC Options flows $5BN in notional volume and ETH Options flows $3BN in notional volume
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