Gate Research Institute: BTC implied volatility rises to an 81% one-year percentile, with options put spread strategies dominating the market

BTC3,93%
ETH4,16%

PANews February 5 News, according to Gate Research Institute observations, the implied volatility (IV) of BTC and ETH are approximately 50% and 70%, respectively. Among them, BTC IV has already reached about the 81.7% percentile over the past year, reflecting a significant increase in the options market’s expectation of short-term price volatility. Over the past week, the 25-Delta Skew for BTC and ETH has remained in the negative territory overall, with the short end clearly steepening, indicating rising short-term hedging demand and increased sensitivity to downward volatility; however, the medium to long-term structure remains relatively stable, suggesting a cautious sentiment rather than a trend-based bearish outlook. The market is more inclined toward short-term defense and waiting for direction.

In the past 24 hours, large options trading for BTC and ETH has been dominated by put spreads: the largest structure is BTC 27MAR26 buy 75k-P / sell 80k-P, approximately 1,500 BTC, with a net premium of $370,000; ETH is 27FEB26 buy 1800-P / sell 1500-P, about 15,000 ETH, with a net premium of $320,000.

Gate has fully upgraded its options VIP fee system, covering all options products, achieving substantial fee reductions from beginner to professional levels. VIP0 users can enjoy lower rates without asset or trading volume thresholds, giving newcomers a cost advantage from the start; during the growth phase, upgrading to lower fees requires only “ten-thousand-level assets and hundreds of thousands in trading volume,” far below the mainstream platforms’ billion-level trading or high asset requirements; professional and institutional users at VIP10+ can enjoy industry-low rates of Maker 0% and Taker 0.015%, truly designed with options traders at the core.

View Original
Disclaimer: The information on this page may come from third parties and does not represent the views or opinions of Gate. The content displayed on this page is for reference only and does not constitute any financial, investment, or legal advice. Gate does not guarantee the accuracy or completeness of the information and shall not be liable for any losses arising from the use of this information. Virtual asset investments carry high risks and are subject to significant price volatility. You may lose all of your invested principal. Please fully understand the relevant risks and make prudent decisions based on your own financial situation and risk tolerance. For details, please refer to Disclaimer.

Related Articles

Bitcoin Surges 4% Briefly After Trump Announces De-escalation with Iran, Futures Premium at Only 2% Below Neutral Range

After Trump announced a temporary easing of tensions with Iran, Bitcoin rose 4% in the short term, WTI crude oil prices fell 14%, and the S&P 500 index gained 3%. The futures market shows Bitcoin's annualized premium is below the normal range, options market prices the probability of Bitcoin reaching $80,000 at 20%, and the market lacks confidence in the $68,000 support level.

GateNews2m ago

Samourai Wallet Domain Taken Over by Scammers After FBI Seizure, Used to Build Phishing Website

Bitcoin privacy wallet Samourai Wallet's official domain was seized by the FBI and subsequently taken over by scammers, who are now using it to set up phishing websites to lure users into downloading malware. The domain registrar is NameCheap, and users have complained without receiving a response. Samourai Wallet launched in 2015 and was prosecuted by the U.S. Department of Justice for alleged money laundering.

GateNews5m ago

Russia Approves "Digital Currency and Digital Rights Act," Mainstream Assets Including BTC, ETH, SOL Meet Admission Standards

The Russian government has approved the Digital Currency and Digital Rights Bill. The central bank will review and authorize digital assets permitted for circulation, establish strict listing conditions, ban privacy coins, set an annual investment limit of $4,000 for investors, impose substantial fines and prison sentences on non-compliant exchanges and mining enterprises, and the bill must complete review by 2026.

GateNews18m ago

4 U.S. Economic Events That Could Shake Bitcoin This Week

Bitcoin hovers around $68,000 amid significant U.S. economic data expected to influence interest rate expectations and market risk appetite. Key indicators like PMI and unemployment claims could signal economic health, impacting Bitcoin's performance based on potential Fed policy adjustments.

TapChiBitcoin44m ago

Australian Pension Fund Hostplus Considering Opening Cryptocurrency Investment to Members Through Choiceplus Option

One of Australia's largest pension funds, Hostplus, is considering incorporating cryptocurrency into its investment options. Its Chief Investment Officer stated that it is researching channels to provide members with allocation opportunities for digital assets such as Bitcoin through Choiceplus.

GateNews1h ago
Comment
0/400
No comments