Professional data analytics platform for cryptocurrency markets. Not financial advice.

England, United Kingdom
Joined September 2018
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We are moving! Starting today we will be sending all our observations from @CoinbaseInsto. Make sure to follow us there for the latest crypto market color leveraging skew data. This is not investment advice.
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#bitcoin futures basis finding support at 10% annualised
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#bitcoin realized volatility slowly drifting back towards a one-year low
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$5k is the largest open interest strike for ETH options across expiries, followed by $10k and $15k
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#bitcoin starting the week by retesting all-time-high
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Solana reached a new all-time-high this week at $250
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#bitcoin futures basis normalises as leveraged funds increase net short positions via cash & carry strategies
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ETH long-dated implied volatility is well supported as investors position for ETH2 launch catalyst next year. The Mar22 15k calls are already open in 50k+ ether options, >$750mln notional.
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$ETH is on track for 8 consecutive positive quarters, +47% this Q4
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Options-based probability of $ETH > $10k by year-end = 3.4% and by June 2022 = 10.6%
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ETH back > $4k today continuing to hover around all-time-high
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ETH / BTC implied volatility spread is increasing sharply post #bitcoin ETF launch indicating options market is shifting focus towards new catalysts (ETH2)
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Leveraged funds are opening new shorts of CME #bitcoin futures taking advantage of the widening basis
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CME #bitcoin futures open interest is reaching a new all-time-high in $ notional following ETF launch yesterday
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#bitcoin options implied volatility increased over the last month, in particular on the short-term part of the curve
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ETH up 7% today also approaching its all-time-high rapidly, both ETH and #BTC are ~10% off ATH
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#bitcoin options market seems cautiously positioned ahead of ETF catalysts with skew rallying back to positive territory
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#bitcoin futures open interest have been surging since the start of the month
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Options-based probability of #bitcoin ending the month at a new all-time-high (>$65k) = 20.4%
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