Skip to content
All library documents

Bitcoin and Ethereum Options: Volatility, Skew, and Flow Recap

Article Amberdata research
Read the original

Summary

This brief mid-week recap discusses crypto derivatives conditions for Bitcoin and Ether as of December 6, 2022. It reports that realized volatility continued to make new lows, Bitcoin’s term structure was unchanged over the week, and skew continued to soften. It also notes Bitcoin put-selling flows and interest in Ether upside exposure. These observations frame the market through volatility, the relative pricing of options across expiries, skew, and trading flows.

The document is a short summary of commentary and does not provide supporting charts, numerical measurements, trade parameters, or a record of subsequent outcomes. It therefore offers a snapshot of reported conditions rather than a tested strategy or evidence that the cited flows forecast prices. The observations are specific to that week and should not be generalized to later market regimes without updated data and independent analysis.

Key ideas

  • The recap reports that realized volatility in the crypto market was reaching new lows.
  • Bitcoin’s term structure was described as unchanged during the week, while skew softened.
  • The reported flows included Bitcoin put selling and interest in Ether upside options.
  • The document is a dated market snapshot and supplies no numerical evidence or tested trading rules.

Tags

CryptoOptionsVolatilityMarket microstructure

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.