Greeks.live macro researcher Adam released options delivery data on December 29 on the X platform:
- 178,000 BTC options are about to expire, the Put Call Ratio is 0.67, the biggest pain point is US$33,000, and the nominal value is US$7.59 billion;
- 1.49 million ETH options are about to expire, the Put Call Ratio is 0.51, the biggest pain point is US$1,900, and the nominal value is US$3.47 billion.
It pointed out: “Today is the big delivery day of the year, with a total of US$11 billion in options due for delivery, which is higher than the total position of US$9.8 billion on last year’s big delivery day, and more than twice the annual delivery volume at that time.
The market always enters a state of low volatility at the end of the year, and this year is no exception. However, thanks to the ETF expectations for January next year, the current overall IV level is not low. "