According to Greekslive, 68,000 BTC options are expiring, with a Put Call Ratio of 0.56, and the maximum pain point at $74,000, with a notional value of $13 billion. 370,000 ETH options are expiring, with a Put Call Ratio of 0.56, and the maximum pain point at $2,250, with a notional value of $2.12 billion. From the main options data, the implied volatility (IV) for Bitcoin at the main expiry is 51%, and for ETH it is 70%. The continued decline in RV causes the VRP to rise steadily, reaching nearly 20% in the first half of this week’s 15-day VRP.
According to Greekslive, 68,000 BTC options are expiring, with a Put Call Ratio of 0.56, and the maximum pain point at $74,000, with a notional value of $13 billion. 370,000 ETH options are expiring, with a Put Call Ratio of 0.56, and the maximum pain point at $2,250, with a notional value of $2.12 billion. From the main options data, the implied volatility (IV) for Bitcoin at the main expiry is 51%, and for ETH it is 70%. The continued decline in RV causes the VRP to rise steadily, reaching nearly 20% in the first half of this week’s 15-day VRP.