Amberdata Blog

Mid-Week Crypto Derivatives Market Recap

Written by Imran Lakha | Apr 5, 2023

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. Realized Vol has been drifting lower

2. BTC & ETH Term Structure remain very flat

3. Weekly put Skew faded back to neutral on BTC and longer dated call Skew ticker slightly higher

4. BTC Option Volumes primarily bullish flows / ETH Option flows were mixed - upside buyers

5. BTC dealer Gamma spiked very negative / ETH positioning also spiked negative around expiry last week

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