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This market note tracks Bitcoin option activity around resistance near $30,000 and discusses selling by the Ethereum Foundation. It describes call buying concentrated around rallies, including activity in May and June expiries, but observes that implied…
This weekly market recap compares spot prices with perpetual swap funding, futures-implied yields, and option volatility after a geopolitical de-escalation announcement. Bitcoin and Ether rose alongside other risk assets, but derivatives signals were mixed:…
The episode description frames a discussion of Bitcoin’s difficulty advancing through an $80,000 supply area while equities and semiconductor shares rally. It also mentions a gap between crypto and technology stocks, options traders seeking yield,…
The commentary links a strong crypto rally to liquid staking expectations ahead of Ethereum’s Shanghai upgrade, persistent call buying, changing option skew, and shifting expectations for US inflation and interest rates. It argues that increased staking…
The article explains how accepting centralized stablecoins as Maker collateral helped expand Dai supply when demand outpaced the system’s ability to issue Dai against available trust-minimized assets. It distinguishes collateral share from Dai debt share:…
This weekly report interprets BTC and ETH derivatives indicators as showing a shift toward short-term bullish positioning despite slower spot price movement. It highlights positive implied-volatility skew toward out-of-the-money calls across tenors, elevated…
This market commentary links a broad crypto rally to easing macro pressure and describes ETH’s unusually strong performance relative to BTC. It considers two possible interpretations: an ETH-specific move or a return to a pattern in which Bitcoin strength…
This guide explains how to use a position builder to combine crypto options and futures and inspect portfolio profit and loss. Users can choose an underlying currency, add long or short instruments, and view both the payoff at expiration and an estimate of…
This weekly crypto derivatives recap tracks futures implied yields and options metrics for Bitcoin and Ether. It reports BTC yields recovering toward zero after a late November decline, while ETH yields remain between negative two percent and zero at tenors…
This podcast overview considers choppy crypto markets amid rate volatility and concerns about economic growth. Hosts discuss the macro backdrop and crypto volatility with a product strategy executive from Talos, including how the US election and an…
This podcast episode brings together Deribit’s CEO and Hashnote’s founder to discuss collateral and institutional participation in crypto markets. The conversation describes demand for high quality collateral that can earn yield, and a partnership intended…
This weekly flow commentary tracks Bitcoin options around Tesla’s announcement of a Bitcoin treasury allocation. The author describes spot rising sharply, short-dated implied volatility surging as traders bought calls, and volatility easing as the market…
This market review examines the decline in Bitcoin and Ether volatility through May 2023. It compares one-month at-the-money option implied volatility with realised volatility calculated from hourly returns, and relates both measures to spot trading volume.…
The article compares central limit order books (CLOBs), automated market makers (AMMs), and request-for-quote systems (RFQs) as mechanisms for decentralized trading. It explains that public transactions can expose limit orders to frontrunning, while AMMs…
The article proposes a relative-value approach to Bitcoin and Ethereum based on their historical relationship. Its statistical workflow measures correlation, fits a linear regression, estimates beta, tracks residuals, tests cointegration, and considers a…
The commentary examines how Bitcoin and Ethereum markets reacted to a false report that a spot Bitcoin ETF had been approved. It describes a sharp spot-price move that later retraced, alongside elevated implied volatility and changes in options skew. The…
This weekly derivatives report summarizes bitcoin and ether futures yields and options volatility conditions. It describes bitcoin annualized yields as mostly flat with signs of a possible rise, while ether yields remained near zero after an earlier…
This weekly derivatives review connects headline-driven bitcoin and ether price moves with implied volatility, risk appetite, and options skew. It reports that bitcoin briefly rallied above $78,000 after an announcement about the Strait of Hormuz, then…
This trade idea uses a bearish technical view of bitcoin to motivate selling an out-of-the-money call. The author cites a pattern of lower highs, repeated rejection at supply zones, and weak interest indicated by bitcoin ETF inflows. Notable open interest at…
This desk commentary tracks bitcoin and ether prices, implied volatility, and options flow during a sharp late-January pullback and rebound. It describes front-end implied volatility falling before and during the drop, while bitcoin’s spot-to-volatility…
This market commentary describes an unusual bend in Ethereum options skew at the one-month tenor. It interprets skew through the SABR rho parameter: negative values indicate relative demand for out-of-the-money puts, while positive values indicate relative…
This commentary examines Beacon Chain withdrawals after the Shapella upgrade enabled staked ETH to be withdrawn. It distinguishes partial withdrawals, which remove balances above the 32 ETH validator minimum while validators keep operating, from full…
This example presents a bullish Bitcoin options trade using a short put spread: sell a higher-strike put and buy a lower-strike put with the same expiry. It identifies a target price area and a stop level, and reports a maximum profit per bitcoin at expiry.…
The analysis compares BTC and ETH option volatility skew ahead of Ethereum’s Shapella upgrade, scheduled for April 12, 2023. Both assets’ volatility smiles favored out-of-the-money puts, while ETH generally showed a stronger preference for downside…