Incoming Volatility? $4 Billion Options Expiry Looms Over Crypto Market

As a seasoned researcher with over two decades of experience in financial markets, I find myself intrigued by the looming expiration of these massive Bitcoin and Ethereum options contracts. With a combined notional value nearing $4 billion, the potential for volatility is palpable. The put-to-call ratio for both cryptocurrencies, particularly Bitcoin at 0.84, indicates a bias towards bearish sentiments. If history serves as any guide, the “maximum pain point” of $80,000 for Bitcoin could potentially be a significant catalyst for market movements.


3.4 billion dollars’ worth of Bitcoin (BTC) options will be settled today, November 15th, 2024, along with another 580 million dollars’ worth of Ethereum (ETH) options contracts. This could potentially cause a stir in the cryptocurrency market due to the uncertainty it brings.

Approximately $4 billion worth of these contracts, containing 39,000 Bitcoins and 189,000 Ethereum, are set to expire soon. This could potentially lead to higher market fluctuations in the upcoming days. As per experts from Greeks.live, the proportion of put options to call options for Bitcoin options is 0.84, indicating a tendency towards put options, which grant holders the choice (but not obligation) to sell Bitcoin at a fixed price.

Analysts pointed out that the highest point of struggle or break-even price for Bitcoin, where most option contracts would become worthless, is estimated to be around $80,000. Conversely, they mentioned that Ethereum options have a put-to-call ratio of 0.92, with a potential breaking point at approximately $3,000.

On November 15th, 15,000 Bitcoin options expired, featuring a Put-Call ratio of 0.84, a break-even price (Maxpain point) of approximately $80,000, and a total value of around $3.4 billion. Meanwhile, 189,000 Ether options expired, exhibiting a Put-Call ratio of 0.92, a Maxpain point at roughly $3,000, and a notional value of about $580 million. In essence, these options represent the rights to buy or sell large amounts of Bitcoin or Ethereum at specified prices before their expiration date.

— Greeks.live (@GreeksLive) November 15, 2024

Currently, Bitcoin is being traded near the $89,000 level, following a robust increase of approximately 17.6% over the last seven days. Over the past day, there has been a minor correction in the cryptocurrency’s price, reaching an all-time high of around $93,000 earlier this week.

Currently, Ether on Ethereum is being traded at approximately $3,100, representing an increase of 6.6% over the last seven days. However, in the past day, it has dropped by more than 3.3%. Earlier this week, it reached a high above $3,400, but remains significantly below its record high close to $4,600.

According to an analyst at Greeks.live, if Donald Trump wins the U.S. election and Elon Musk heads the Department of Government Efficiency (DOGE), it could open up numerous opportunities in the cryptocurrency market for the following four years.

According to their post, the substantial increase in cryptocurrency values resulted in an increase of comparable magnitude in implied volatility. However, the implied volatility for options with longer expiration dates has stayed fairly consistent.

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2024-11-15 17:23