Gate Research Institute: Implied volatility remains high with oscillations, Gate exclusively launches a rolling sell options tool

2025-12-11 06:54:56

Abstract generation in progress

Options Market Dynamics

Latest data shows BTC IV at 46% and ETH IV at 70%, both have declined compared to last week, remaining at high levels with oscillations, reflecting a weakening market expectation of volatility. However, most investors remain optimistic.

From the skew structure perspective, this week BTC 25-Delta Skew across all maturities shows a converging trend, centered around -5 vol. ETH’s skew structure, on the other hand, has diverged, indicating increased short-term hedging demand. Meanwhile, ETH’s forward Skew remains stable, suggesting limited market concern over medium- to long-term downside risks; in contrast, BTC’s forward structure remains relatively steep, consistent with short-term patterns, reflecting a growing demand for long-term downside protection.

Block Trade Structure

This week, in the BTC and ETH options markets, block trades are mainly bullish spreads. The largest block trades are as follows:

BTC: Buy BTC-131225-90000-P, Sell BTC-131225-98000-C, totaling approximately 1,000 BTC, with a net premium expenditure of about $170,000.
ETH: Buy ETH-261225-4800-C, totaling approximately 13,000 ETH, with a net premium expenditure of about $50,000.

Platform Updates

Gate exclusively launches a convenient options trading tool — rolling sell options products, assisting users to automatically and continuously sell options within a set period. Users can customize Delta/Strike execution, expiration dates (T+1/T+2/T+3), selling price methods, quantities, and optional take-profit and stop-loss parameters. The strategy will automatically open positions daily at 9:00 ( UTC ) and seamlessly transition to the next period after expiration, enabling fully automated operation. This feature supports clear risk indicators, margin estimates, expected trading paths, and other auxiliary information to help users manage strategy execution more intuitively.

Rolling Sell Options Product Description: https://www.gate.com/help/other/options/48493

BTC1.23%

ETH1.42%

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Last edited on 2025-12-19 08:39:14

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