According to Greekslive, 21k BTC options are set to expire. The Put Call Ratio is 0.66, the maximum pain point is $78,500, and the notional value is $1.6 billion. 129k ETH options are set to expire. The Put Call Ratio is 0.92, the maximum pain point is $2,200, and the notional value is $280 million. Based on the main options data, Skew continues to decline slightly. The implied volatility (IV) for options across the primary expiration tenors has fallen noticeably compared with last week, and the drop is larger than the decline in realized volatility (RV), so the Volatility Risk Premium (VRP) has increased. Bitcoin’s main-tenor IV has fallen below 35% across the board, and ETH’s main-tenor IV has also fallen below 50%; it may be even lower in the short term.

BTC-0.12%
ETH-0.05%
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