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Resilience in Derivatives Market Amid September Spot Price Decline: Insights from Chainwire

Photo credit: www.investing.com

Dubai, United Arab Emirates, October 4th, 2024, Chainwire

Bybit, recognized as the second-largest cryptocurrency exchange globally by trading volume, has partnered with BlockScholes to release a detailed report analyzing trends within the derivatives market. The findings suggest an optimistic sentiment prevailing among traders.

The report indicates that there has been a recent alignment between short-term options and long-term volatility smiles, both of which have shown a preference for out-of-the-money (OTM) calls. Despite fluctuations in the market, trader enthusiasm appears robust, especially in light of the volatility premium stemming from the imminent U.S. presidential election, which is expected to impact options expiring after November 5, 2024. This wave of activity occurs alongside a decrease in spot prices noted through September.

Key Highlights:

Futures

The end-of-month trading surge witnessed in September was predominantly centered on Bitcoin (BTC) contracts. This activity resulted in a significant reduction in open interest, as traders opted to maintain their positions rather than roll them over. It was observed that trading in futures was markedly lower compared to perpetual swap markets.

Perpetuals

The expiration of contracts in September had a muted effect on perpetual swap contracts. Despite a decrease in open interest at the month’s close, this was not seen as a critical reduction, particularly given the robust trading volumes noted during the final days of September.

Options

The ongoing U.S. election cycle is a key factor in market movements, especially impacting Bitcoin options. Notably, shorter-term and longer-term options exhibited divergent volatility expectations. Actual market volatility, however, has reached a monthly low following a rate cut by the Federal Reserve. As October begins, the first week of Q4 revealed patterns indicative of shifting trader sentiment, although BTC spot price movements remain a significant variable within a larger macroeconomic context.

Download the Full Report

For those seeking a comprehensive analysis and a deeper understanding of the findings, the full report is available for download.

#Bybit / #TheCryptoArk

About Bybit

Bybit is positioned as the second-largest cryptocurrency exchange worldwide in terms of trading volume, catering to over 50 million users since its inception in 2018. The platform offers a professional trading environment characterized by a high-speed matching engine, 24/7 customer support, and diverse community engagement options. Bybit is also associated with Formula One’s reigning champions, the Oracle Red Bull Racing team.

This article was originally published on Chainwire

Source
www.investing.com

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