Gate Research Institute: Market Volatility Continues, Concentrated Positions Bet on Year-End Fluctuations

According to observations from Gate Research Institute, the implied volatility (IV) in the options market has continued to decline compared to last week, indicating that the implied volatility tends to remain clustered. The IV for BTC and ETH are 45% and 68%, respectively. From the skew structure perspective, BTC skew across different maturities has converged to about -5 vol this week, while ETH skew has decreased across maturities, and the forward contracts have begun to show slight bearish premiums. The largest block trade this week was a buy of BTC-270326-110000-C, with approximately 1,000 BTC traded and a net premium expenditure of about $2.47 million.

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

Details link: https://www.gate.com/learn/articles/gate-research-institute-market-consolidation-continues-positions-concentrated-on-year-end-volatility/14881