Mid-Week Crypto Derivatives Market Recap

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. BTC 10D realized has been stable in the low 30s this week as the focus shifted to ETH.

2. BTC & ETH Term Structure collapse into contango specifically BTC.

3. BTC front-end call skew was unable to hold reaching as high as 5 vols.

4. BTC Option Volumes this week just shy of $5BN notional / ETH Option volumes to over $3BN notional

5. BTC dealer gamma oscillating around zero / ETH positioning was fragile on the upside

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