As an experienced analyst, I’ve seen my fair share of market movements in the crypto space. This week has been relatively stable for the most part, with Ethereum’s SEC approval of spot ETFs giving a significant boost to the market. However, we cannot overlook the upcoming Bitcoin and Ethereum options expiries.


This week, the crypto market has mostly maintained its advances, driven primarily by Ethereum‘s growth and the SEC’s green light for spot ETFs in the United States.

However, around $1.4 billion in notional value Bitcoin options contacts will expire on May 24.

At Deribit, the approaching expiration of around 21,000 contracts is considered a minor occurrence in comparison to the substantial $4.3 billion value of options set to expire at the end of May on the 31st.

Bitcoin Options Expiry

In simple terms, the ratio of put to call options for Bitcoin’s weekly contracts stands at 0.88. This figure indicates a close balance between buyers of long and short-term contracts, with a slight edge towards calls reaching expiration. The price at which most option holders incur losses on their premiums is currently set at $67,000.

At Deribit, the long positions hold significant open interest (OI) in the amount of approximately $830 million for the $70,000 strike price. Notably, larger stake prices also exhibit substantial OI, totaling around $843 million at the $100,000 mark.

With a put option strike price at $60,000, there is the largest open interest amounting to $388 million in Bitcoin contracts. Open interest signifies the total number or value of contracts still unfilled, reflecting anticipation among bulls for significantly increased BTC prices.

Chart
Bitcoin OI by expiry. Source: Deribit

Approximately 354,000 Ethereum option contracts are set to expire today, equivalent to a notional value of around $1.5 billion. The put/call ratio stands at 0.57, indicating that slightly fewer put (buy) options than call (sell) options will be exercised.

Experienced traders dealing with derivatives have been anticipating the outcome of the anticipated SEC decision regarding Ethereum (ETH). Approximately $515 million is currently wagered at the $4,000 strike price, reflecting optimistic bets on further growth in the market.

“According to crypto derivatives software provider Greeks Live, Bitcoin (BTC) experienced a anticipated pullback in contrast to the robust support for Ethereum’s (ETH) price. Notably, ETH’s current weekly implied volatility (IV) remains over 100%, whereas Bitcoin’s IV is currently at just 50%.”

Crypto Market Impact

As a researcher studying the cryptocurrency market, I’ve discovered that approximately $3 billion worth of options on Bitcoin (BTC) and Ethereum (ETH) are set to expire today. Historically, the effect on the spot markets has been minimal. However, I’d like to emphasize that this is not a definitive statement, as market conditions can change unexpectedly.

Ethereum faced tons of volatility ahead of yesterday’s decision but now stands calmly at $3,730.

As an analyst, I’ve examined the performance of various altcoins, and I observed some intriguing differences. Chainlink (LINK), PEPE, and Ethereum Classic (ETC) managed to secure gains during this period. However, it was a disappointing turn for Solana (SOL), Dogecoin (DOGE), and Toncoin (TON), which all experienced losses.

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2024-05-24 09:26