2026-03-27 07:31:12

【March 27 Options Expiration Data】

68,000 BTC options are expiring, with a Put Call Ratio of 0.56. The maximum pain point is $74,000, with a notional value of $13 billion.
370,000 ETH options are expiring, with a Put Call Ratio of 0.56. The maximum pain point is $2,250, with a notional value of $2.12 billion.
Today is the quarterly expiration day. Approximately 36% of Bitcoin and Ethereum options are expiring. This week, a large number of options have been rolled over, with peak open interest exceeding 40%. Due to the large expiration, the call option ratio is high, and the PCR is only 0.56.
Despite market fluctuations, Bitcoin trading activity remains relatively low. According to key options data, Bitcoin's implied volatility (IV) for major maturities is around 51%, while ETH's IV for major maturities is about 70%. The realized volatility (RV) continues to decline, causing the volatility risk premium (VRP) to rise, with the 15-day VRP reaching nearly 20% in the first half of this week.
In the first quarter of this year, Bitcoin performed poorly in both price and trading activity, and market confidence was lacking. There is hope for improvement in the second quarter.

BTC-4,11%

ETH-4,01%

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