Crypto Derivatives: Week 40 Analysis Report
Block Scholes has released its Week 40 crypto derivatives market analysis report. The report shows that despite pressure from the macro environment, BTC prices consolidated in the $82,000 to $84,000 range, while spot BTC and ETH ETFs recorded net capital inflows for seven consecutive days. In the options market, the 25-delta skew for BTC and ETH fluctuated between demand for downside protection and preference for upside exposure, with 7-day ETH implied volatility rising by nearly 10 percentage points.
Read original