CoinWorld March 5 News: According to Gate Research Institute, the current implied volatility (IV) for BTC and ETH is approximately 55% and 74%, respectively. BTC IV is near the 91st percentile over the past year, reflecting that the options market’s short-term price volatility expectations remain at a high level for the past year. Over the past week, the 25-Delta Skew for BTC and ETH has generally remained in negative territory, initially widening before converging. The 7-day skew once dropped to about -15 vol, indicating a temporary increase in short-term put demand.
From the GEX distribution, gamma is concentrated around the negative gamma zone near March 13, suggesting volatility may be amplified and evolve into a trend. In the past 24 hours, the largest options trades include a BTC 27MAR26 buy 125k-C, approximately 1,500 BTC, with a net premium of $100,000; and an ETH 13MAR26 buy 1950-P, about 10,000 ETH, with a net premium of $800,000.
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