Coinbase Markets 🛡️ (@CoinbaseMarkets): ~$16B in $BTC options rolled off Friday. Post Q3 expiry, $ETH short dated options have repriced sharply.
Estimated coin impact
Scores are not price-change percentages. High impact means a score of +70 or more, or -70 or less.
- ETH+35Positive
~$16B in $BTC options rolled off Friday. Post Q3 expiry, $ETH short dated options have repriced sharply. 7D ETH ATM IV has jumped nearly 10 vol points, while longer dated volatility has remained comparatively stable. 7D 25Δ skew has also moved back positive, with calls trading at a premium to puts. The repricing is concentrated at the front end, with demand tilting toward upside exposure.