Core Insights - The article highlights the upcoming expiration of significant Bitcoin (BTC) and Ethereum (ETH) options, with a total nominal value of approximately $8.9 billion [1] Group 1: Bitcoin Options - On February 27, 116,000 BTC options are set to expire, with a Put Call Ratio of 0.76 and a maximum pain point at $75,000, representing a nominal value of $7.9 billion [1] - The upcoming expiration accounts for 20% of the total open interest in BTC options, reaching a peak in recent years [1] - The implied volatility (IV) for BTC has increased to 47% due to recent price rebounds [1] Group 2: Ethereum Options - Additionally, 206,000 ETH options are expiring on the same date, with a Put Call Ratio of 0.77 and a maximum pain point at $2,200, amounting to a nominal value of $980 million [1] - The expiration of ETH options also constitutes 20% of the total open interest, contributing to the overall market dynamics [1] - The implied volatility (IV) for ETH has risen to 65% in light of recent market movements [1]
Greeks.live：近 90 亿美元期权明日交割，本周 BTC 和 ETH 隐含波动率有所上升
Xin Lang Cai Jing·2026-02-26 13:29