Analytical review. Weekly 07.01.2022

Macro view: Global capital markets are being under pressure from current news of the high rate of growth of diseases with the new stamp of the coronavirus, which adds uncertainty to the future change in the monetary policy of central banks. Due to the high current correlation, the decline in the index of shares of the American stock market led to a fall in the capitalization of the crypto market below the psychological level of 2 trillion.

Main Focus:

  • a sharp decline in the crypto market after the release of the Fed’s clarifications on the rate increase was 13%
  • fear/greed index at local minimums
  • the movement dynamics of altcoin prices is multidirectional (the cost of infrastructure blockchains such as ICP, NEAR, ATOM is growing or decreasing much less than the general trends)
  • the attraction of additional funding by the opensea exchange in the amount of $ 300 million by nft indicates a continuing shift in investor attention from finance to product and audience

N.B. New data format

Starting with this release, the delta.theta team plans to focus on options market analysis, giving users the ability to compare option premium analytics for various altcoins in the context of the latest macro and local news. The calculations below for option premiums are for guidance only.

Review of strategies on DOT/BUSD options trading

Local trend: The token looks better than the general market dynamics. Ongoing parachain auctions will continue to put deflationary pressures on the protocol over the long term. The planned launch of the first and one of the most important defi protocol Acala will soon create incentives for the withdrawal of a part of tokens from circulation (for participation in loan mechanisms and cross-blockchain interaction).

Options premium table for liquidity providers

Calculation of theoretical premiums based on the average historical volatility (10, 30, and 60 days) when placing orders on January 5, 2022 with the option execution date on January 7, 2022.

Review of strategies on WMATIC/DAI options trading

Local trend: Polygon continues its active expansion, buying competitors and alternative L2 solutions, keeping active in the leading trends in defi and nft. In December, the inflow of funds into the ecosystem was about 400 million, and at the moment it is about $ 5.1 billion.

Options premium table for liquidity providers

Calculation of theoretical premiums based on the average historical volatility (10, 30, and 60 days) when placing orders on January 5, 2022 with the option execution date on January 7, 2022.

Review of strategies on BNB/BUSD options trading

Local trend: The BNB token is increasingly being used within the framework of the decentralized application system. After hitting historical highs in 2021, the BSC blockchain powers more than 1,100 applications, processing an average of 16 million transfers. The number of funds blocked in the ecosystem was 14.8 billion.

Options premium table for liquidity providers

Calculation of theoretical premiums based on the average historical volatility (10, 30, and 60 days) when placing orders on January 5, 2022 with the option execution date on January 7, 2022.

Review of strategies on BTC/BUSD options trading

Local trend: BTC was the most sensitive asset during the last market correction. Google search rate is at local lows and indicates a significant decline in interest from retail investors. The level of domination on the crypto market is also declining and reached 39.8%. The future price movement is strongly correlated with general economic news and will depend on progress in legislative regulation.

Options premium table for liquidity providers

Calculation of theoretical premiums based on the average historical volatility (10, 30, and 60 days) when placing orders on January 5, 2022 with the option execution date on January 7, 2022.

Review of strategies on WETH/BUSD options trading

Local trend: Despite a significant decline in the rate in the past few months, ETH is significantly higher than last year’s levels (unlike BTC for example), adding 260% over the year. Cryptocurrency is supported by the ongoing development of the defi economy, a large number of active users, a boom in nft and n2e directions. Also, an important support factor is a changed formula for the distribution of commissions, adopted in the EIP-1559 update in August 2021.

Options premium table for liquidity providers

Calculation of theoretical premiums based on the average historical volatility (10, 30, and 60 days) when placing orders on January 5, 2022 with the option execution date on January 7, 2022.

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delta.theta

delta.theta

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P2P options trading platform on Binance Smart Chain, Ethereum