Despite the large expiration of ETH options at the end of December , market dynamics remain robust. The surge in realized volatility in December did not continue into the new year, and the current ETH spot price volatility is low compared to the shortterm implied volatility. Over the past week, the term structure of ETH options implied volatility experienced a brief steep change and then flattened again, diverging from the continued steep pattern of BTC. This pattern suggests that the ETH options market is gearing up for a possible shortterm volatility in the spot price.
Interestingly, despite the expiration of options, ETH call options have been gaining momentum in early , dominating market sentiment, demonstrating that traders are optimistic about the future.
Sources: Bybit, Block Scholes
Sources: Bybit, Block Scholes
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