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This weekly report summarizes BTC and ETH derivatives conditions using futures yields, perpetual swap funding, and options volatility measures. It says spot price swings did not produce a similarly large rise in implied volatility, which stayed within a…
This market commentary combines Bitcoin price context with volatility measures and macroeconomic headlines. It notes that 30-day implied volatility was near the low end of its recent ranking despite a weekly price rise, and gives an annualized reading…
This article reviews the May 19, 2021 crypto selloff, linking it to accumulated negative news, leveraged positioning, and forced liquidations. It reports sharp declines in BTC and ETH, more than $8 billion in liquidated positions across crypto markets, and…
This brief options-flow commentary describes conflicting signals in Bitcoin and Ethereum derivatives. In Bitcoin, purchases of longer-dated calls continued despite concern about seized-coin movements and potential Mt. Gox distributions, while implied…
This options-flow note describes positioning in Bitcoin after a sharp decline from a recent high. Put buyers took profits around lower price levels, while some traders retained downside protection through spot exposure paired with puts. The largest…
This market commentary examines how US political statements about Bitcoin reserves, crypto regulation, and agency leadership may affect sentiment toward digital assets. It describes a pullback in Bitcoin after a high-profile speech, while suggesting that…
The commentary uses Bitcoin’s spot ETF launch as a historical comparison for assessing possible Ethereum price action around an Ethereum ETF decision. It tracks Bitcoin’s rally from early ETF-listing signals through approval and later fund inflows, then maps…
This weekly report surveys BTC and ETH derivatives after a period of weaker funding and shifting options sentiment. It describes rising BTC perpetual funding as a possible return of bullish positioning, while futures-implied yields remain in a broader…
This weekly market report describes a rally in BTC and ETH alongside rising futures-implied yields and elevated perpetual funding, which it interprets as stronger demand for leveraged long exposure. It also reports inverted short-dated implied-volatility…
The article explains how large concentrations of open interest near expiry can affect options and underlying markets. At-the-money options have especially high gamma close to expiration, so small underlying price moves can sharply change their deltas.…
This options-flow note interprets BTC and ETH trading around creditor repayment timing, a sharp BTC move, and indications of an Ethereum ETF trading date. It describes a fund shifting from distant December BTC calls into an August at-the-money straddle, a…
This monthly review explains how macroeconomic announcements and banking stress shaped BTC and ETH options volatility in March 2023. It tracks at-the-money implied volatility across maturities, the volatility smile’s skew, and differences between the two…
The document describes adding a token backed by reverse repurchase agreements on U.S. government securities as cross-margin collateral for crypto derivatives. Traders can use it to support positions in several major crypto assets while the collateral earns…
This analysis links central-bank policy, inflation readings, liquidity and crypto prices. It argues that further rate hikes and a stronger dollar could constrain BTC and ETH in the near term, while easing inflation and eventual rate cuts could support a…
This article proposes a call butterfly spread for a bullish Bitcoin view tied to political pledges about a U.S. strategic Bitcoin reserve and a technical breakout. The structure buys one call at a lower strike, sells two calls at a middle strike, and buys…
This market note interprets recent crypto options activity amid a Bitcoin rally and ahead of the expected start of Ether ETF trading. It describes concentrated buying of Bitcoin calls across several expiries and strike levels, with more than six million…
This article presents a call ratio spread for traders expecting Polygon’s MATIC token to rise amid a broadly bullish crypto market. The example buys one call at a lower strike and sells two calls at a higher strike, all with the same expiry. It outlines…
This podcast episode reviews crypto market weakness following the ByBit hack, alongside discussion of macro conditions, political developments, institutional flows, and the evolution of the digital asset market. The hosts present a broadly constructive…
This weekly report describes the reaction of BTC and ETH derivatives markets to the collapse of FTX. It notes that annualized futures yields fell sharply below zero, implied volatility spiked and remained elevated, and short dated options carried the highest…
This article describes pulling Deribit account and market data into spreadsheet dashboards through an API integration. Examples include tracking balances across subaccounts, open orders and positions, trades, profit and loss, margin, options Greeks, implied…
This lesson explains a variable rate cash and carry trade using spot BTC and a short BTC perpetual. The spot holding offsets the perpetual’s directional exposure, while the trade seeks income from funding payments when the perpetual trades above its index…
This weekly snapshot reviews BTC and ETH futures yields, perpetual funding, and options volatility after a price pullback and recovery. It reports that short dated futures yields rose from recent lows, funding stayed positive but modest, and implied…
This weekly market report reviews Bitcoin and Ether derivatives through perpetual funding rates, futures-implied yields, at-the-money implied volatility, and options risk reversals. It also references risk appetite indices and compares volatility surfaces…
The article explains how Bitcoin mempool policies, fee bumping, and chain reorganizations interact with zero-confirmation payments. It distinguishes consensus rules from local transaction policies, then describes Child-Pays-For-Parent, transaction…