Gate Research: Cryptocurrency IVs remain high, while gold and crude oil volatility retreats from their highs.
PANews reported on March 19th that, according to Gate Research, BTC's volatility index (IV) is around 51%, and ETH's is around 75%, both slightly lower but still above the 80% threshold. Gold and crude oil volatility indices are around 28% and 95%, respectively, down about 40% and 30% from previous highs, but still relatively high historically. BTC skew has rebounded and then rapidly declined over the past two weeks, before gradually recovering. It is currently in a slightly negative skewed range, indicating that downside protection demand still slightly dominates. GEX formed a positive Gamma peak of approximately 7 million near its March 27th expiry date, and the short-term price may stabilize due to the Gamma magnetic effect; however, a negative Gamma appeared near the April 3rd expiry date, and volatility could be amplified if the price approaches the relevant strike price. The largest transactions in the past 24 hours were a BTC buy of 50,000 Put (approximately 1,000 BTC) and an ETH Straddle with an execution price of 2,300 (approximately 2,625 ETH).
Gate has officially launched gold and crude oil options, ushering in a new era of multi-asset options trading. Building upon its existing 11 crypto asset options, it introduces traditional asset underlyings for the first time, providing users with more cross-market volatility trading opportunities. Gold options are denoted as XAUT, and crude oil options as XTI. Against the backdrop of escalating global macroeconomic volatility, gold and crude oil, as core commodities, have attracted significant attention, and their options offer traders new tools for volatility trading and risk management.
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