What to know:

  • Structured product protocol Derive’s TVL has topped $100 million.
  • Recently, a whale collected over $1.6 million in premium from a BTC covered call strategy.
  • Traders have been depositing sUSDe to borrow USDC to pocket the yield differential.

As a seasoned researcher with a background in both traditional finance and decentralized finance (DeFi), I find the recent surge in activity on Derive, a DeFi platform offering options, perpetuals, and structured products, particularly intriguing. With its TVL surpassing $100 million and record-breaking trading volume, it’s evident that the demand for cryptocurrency derivatives is skyrocketing.

Last week, CoinDesk stated that there’s been a rise in demand for derivatives associated with bitcoin (BTC) and other digital currencies, suggesting a surge in rain-like conditions. Now, further proof has surfaced, particularly in the realm of decentralized finance (DeFi), where unique, customizable on-chain options, perpetuals, and structured products are seeing unprecedented activity.

On Derive, we’ve surpassed the $100 million mark in the combined worth of cryptocurrency tokens held (Total Value Locked), along with an unprecedented trading volume and a significant increase in monthly active traders.

According to Sean Dawson, the head of research at Derive, their recent market insights show exceptional growth and increased activity. For the first time, the total value locked on Derive has exceeded $100 million, a feat achieved during weeks with unprecedented trading volume and a surge in active traders. This information was shared in an email to CoinDesk.

On Derive.xyz, the return on USDC deposits has climbed up to 10%. This platform also saw record-breaking figures – a peak of $369 million in total volume and 5,416 monthly active trades, as mentioned by Dawson.

On the Derive system, we have three key components: Derive Chain serves as the foundation for transaction processing, Derive Protocol facilitates decentralized, self-managed margin trading for perpetual contracts, options, and spots, and Derive Exchange functions as a trading platform with its own order book.

The record activity on Derive is consistent with the widespread demand for options tied to cryptocurrencies and digital assets-related investment vehicles like spot ETFs and stocks.

Derivative contracts, in simple terms, are agreements that permit the buyer to either acquire or dispose of an underlying asset at a future date for a fixed price. A call option is a contract that allows you to buy the asset, reflecting a positive outlook on the market, while a put option suggests a negative prediction about the market’s direction.

Whales sell BTC calls

Last week, a whale sold collected over $1.6 million in premium by selling BTC calls against a long position in the spot market. The so-called covered call strategy involved short positions in March expiry call options at strikes, ranging from $105,000 to $130,000.

If Bitcoin (BTC) remains under $105,000 by the end of March, the whale will keep their premium. On the other hand, if BTC experiences a rally exceeding $130,000, the long position in the spot market will cover any losses incurred.

A commonly used approach among traders involves depositing sUSDe, a token that generates rewards by staking Ethena’s USDe stablecoin, as security on Derive to obtain USDC loans at significantly lower rates compared to other lending platforms. This sUSDe is then utilized to purchase more sUSDe, and this cycle is continuously repeated.

In simple terms, these DeFi carry trades generate high returns, typically in the double digits. This is because the yearly return on sUSDe is approximately 28%, while the cost of borrowing USDC from Derive is roughly 18% on a regular basis.

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2024-12-10 10:37