As an experienced financial analyst, I believe that the upcoming Bitcoin options expiry event this Friday is a significant development in the crypto market, with potential implications for price movements and market sentiment. With over 107,000 contracts expiring, amounting to a notional value of $6.6 billion, and a put/call ratio of 0.5, there’s a possibility of heightened volatility in the market.


As a crypto investor, I’m keeping a close eye on upcoming events in the bitcoin options market. Specifically, this coming Friday, approximately 107,000 contracts are set to expire. The total notional value of these contracts amounts to a substantial $6.6 billion.

Additionally, this occurs towards the end of the month, making it a significant expiration event compared to typical end-of-week ones. As a result, some market volatility can be anticipated.

Bitcoin Options Expiry

A large batch of Bitcoin derivatives due today features a put-to-call ratio of 0.5. This implies that there are two times as many contracts with a buy (call) position as those with a sell (put) position expiring. The price at which the majority of potential losses will be incurred, referred to as max pain point, is set at approximately $57,000. This figure represents a decrease of about $4,000 compared to the current market price.

Bitcoin options markets see control from Bulls with over $340 million in open interest for higher strike prices at $70K, $75K, and $80K. Furthermore, Deribit reports a significant increase in total open interest of $590 million at the $90K strike price and $770 million at the $100K mark.

In simpler terms, Greeks Live, a company that offers tools for crypto derivatives, observed that June proved to be a challenging month for the cryptocurrency market. The mood became increasingly downcast as the prices of Bitcoin and Ethereum neared levels that some investors believed were unattainable.

As a researcher studying the upcoming options expiries for both Bitcoin (BTC) and Ethereum (ETH), I’d like to highlight some key data points:
— Greeks.live (@GreeksLive) June 28, 2024

Despite the market instability, the anticipated volatility derived from Bitcoin’s expiring contracts remained relatively stable, as implied volatility hovered below 50% for all significant contract durations.

Approximately one million Ethereum options with a put/call ratio of 0.59 and maximum pain point at $3,100 are set to expire today, adding to the existing pool of over $7 billion worth of Bitcoin options. Consequently, the combined notional value of crypto options approaching maturity surpasses $10 billion.

As an analyst, I’ve noticed that there will be more clarity regarding Ethereum ETF news by the beginning of next month, according to Greeks Live. Additionally, they predicted that the implied volatility would experience a noticeable decrease in the days following the current delivery.

Crypto Market Impact

As an analyst, I’ve observed that the total market capitalization has regained some ground since its dip earlier in the week, currently hovering around the $2.4 trillion threshold. Nevertheless, the overall market sentiment continues to lean bearish, and the markets have been trending downwards throughout the month of June.

As a crypto investor, I’ve seen Bitcoin bounce back and reach a high of around $62,000 on the 28th of June. However, it has since pulled back slightly to trade near $61,500 at the moment. It seems that Bitcoin is taking a breather and consolidating at this level after experiencing a dip below the $60,000 mark on the 24th of June.

As a researcher studying the cryptocurrency market, I’ve observed that Ethereum experienced a price recovery after hitting a five-week low of $3,260 on Monday. At the moment I’m writing this, Ethereum has bounced back and is trading at $3,430.

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2024-06-28 14:46