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Quant Daily — 8 Aug 2026

BTC market structure · 2026-08-08 UTC

BTC: $64,972

├ 50MA: $63,363

├ 200MA: $70,295 🔻

├ Realized: $52,325 (MVRV 1.24)

├ STH cost basis: $67,538

├ LTH cost basis: $49,141

├ RSI (weekly): 41.1

├ IBIT cost basis: $82,048

├ MSTR cost basis: $75,419

├ Production cost: $74,691

├ BTC/Gold: 15.0 oz

└ Fear & Greed: 30 (Fear)

ETF 5d +835M$ / 20d +852M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d -1.00

CSP / CC(where selling puts / calls is structurally favourable)

Week    62000/68000
Month   60000/72000
Quarter 52000/78000

Weekly

Dealers are long gamma (weekly GEX +11.2M) — moves get dampened, pinning regime. Weekly flip 64,278, spot holds just above.

Weekly walls: calls capped at 68k (largest OI), puts anchored at 60k. Max pain 64k sits just below spot — the Aug 14 expiry pulls toward it.

Weekly charm +0.09M — decay flow mildly supportive toward max pain, but far weaker than July: the pin is loose.

IBIT confirms: long gamma too, cap ~68k, floor ~61.8k, max pain ~64.4k — ETF book aligned with BTC.

Total

Full-book DEX +64.4M — dealer net delta slightly positive, no heavy hedge skew; VEX +16.5M — a vol drop adds a hedge bid. Both mildly constructive.

Spot 64,972 trades above realized (52.3k) and the 50DMA (63.4k), below STH cost basis (67.5k), the 200DMA (70.3k) and production cost (74.7k) — mid battleground.

Book-wide max pain 66k just overhead. Fear & Greed 30, weekly RSI 41 — cautious sentiment against a constructive structure.

Week ahead (beta)

Honest check: yesterday's 6466k pin around max pain played out exactly (64,99064,972), a flat day; the 66k+ upside remains unclaimed for a ninth week. Weekly max pain slid to 64k, flip rose to 64,278 — right under spot.

Base case into Aug 14: chop 63.866.3k — long gamma and weak charm cap trend; liq magnet 66.25k above, the strongest zone on the map at 63.8k (50DMA + flip + max pain) plus a liq ladder 64.45k/64.1k/63.8k below.

Upside trigger: acceptance above 66.25k opens 67.167.7k (gamma walls + STH cost basis 67.5k) and the 68k weekly call wall.

Downside trigger: losing flip 64.3k slides price through the liq ladder to 63.8k; below that, 62.05k (liq + zone).

Gamma is only moderate and the pin is looser than July's — an external shock could break the range; conviction is medium.

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Structure derived from deterministic market data. Not investment advice.