Crypto Options Recap: Falling Realized Volatility and Bullish Flows

Summary

This dated market recap summarizes observations about Bitcoin and Ether options markets for the week of November 30, 2022. It reports that realized volatility continued to decline, the term structure was moving back toward contango, and short-dated skew fell by about seven volatility points over the week. It also characterizes crypto options flows as bullish.

The note offers a compact snapshot across realized volatility, term structure, skew, and options flow, rather than a trading method or a detailed market analysis. It provides no underlying charts, data series, definitions, or explanation of how the flow was classified as bullish. The observations apply to that specific week and do not establish a forecast or demonstrate predictive value. Readers would need additional data and context to assess the market regime or use these signals in a strategy.

Key ideas

• The recap says realized volatility in Bitcoin and Ether continued to decline during the covered week.
• The options term structure was described as moving back toward contango.
• Short-dated skew was reported to have fallen by about seven volatility points over the week.
• The author characterized crypto options flows as bullish, without showing the supporting flow data.
• These dated observations do not establish a durable signal or a tested trading rule.

Tags

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