Greekslive: Today, 21k BTC options and 129k ETH options expire

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Deep Tide TechFlow News, May 22, according to Greekslive, today 21k BTC options expire, Put Call Ratio is 0.66, maximum pain point is $78,500, notional value is $1.6 billion; 129k ETH options expire, Put Call Ratio is 0.92, maximum pain point is $2,200, notional value is $280 million.

This week, BTC ended a one-and-a-half-month rebound, market sentiment is flat, BTC and ETH expiring options each account for only about 5%. BTC's maximum pain point is close to the current price, with a strong Gamma/Pin effect; ETH's delivery volume is half of last Monday, the current price is below the maximum pain point, and short-term IV is likely to decline after delivery.

Main-term IVs are broadly declining, BTC has fallen below 35%, ETH below 50%, and VRP has increased. In terms of block trades, whales are concentrated on laying out a bearish May-end 75K/71K put spread, with a total notional value of nearly $21k. Overall volatility expectations are relatively low, and market activity is below expectations.

BTC0.17%
ETH0.65%
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