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Weekly Crypto Options Flows and Volatility Review for BTC, ETH, and oSQTH

Article Amberdata research
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Summary

This market commentary reviews Bitcoin and Ethereum options positioning alongside activity in oSQTH for the week covered. It describes several reported structures: a put spread financed with calls, a put risk reversal, a short-dated straddle sale, call selling at selected Bitcoin strikes, and long puts across later expiries. The narrative links changing flow to Bitcoin’s loss of a cited support level and reports that Bitcoin options activity was stronger than Ethereum’s.

The oSQTH section reports a weekly decline, implied volatility rebounding after trading in the 40s, and volume concentrated on one day in the Uniswap pool. It also notes a small weekly decline for a USDC-denominated Crab strategy. These are a snapshot of market conditions and attributed flows, not a systematic trading method or evidence of predictive value. The report gives no full trade sizing, payoff analysis, or independently verified flow data, and its authors disclose holdings in several mentioned assets. Crypto options and related instruments carry substantial volatility and risk.

Key ideas

  • The report describes multiple Bitcoin option structures, including spreads, a risk reversal, and a straddle sale.
  • Reported flows shifted toward calls sold at selected strikes and longer-dated puts after Bitcoin lost support.
  • It compares Bitcoin and Ethereum options activity and summarizes weekly oSQTH volatility and pool volume.
  • The figures and flow descriptions provide a dated market snapshot, not a tested strategy.
  • The authors disclose holdings in assets discussed, and the report emphasizes crypto investment risk.

Tags

CryptoOptionsVolatilityDerivatives pricingDeFi

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