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Quant Daily — 10 Aug 2026

BTC market structure · 2026-08-10 UTC

BTC: $64,525

├ 50MA: $63,412

├ 200MA: $70,050 🔻

├ Realized: $52,313 (MVRV 1.23)

├ STH cost basis: $67,545

├ LTH cost basis: $49,142

├ RSI (weekly): 41.4

├ IBIT cost basis: $82,017

├ MSTR cost basis: $75,419

├ Production cost: $76,219

├ BTC/Gold: 15.0 oz

└ Fear & Greed: 30 (Fear)

ETF 5d +835M$ / 20d +852M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d +0.80

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 +13.5M) — moves get dampened, pinning regime, though the pin stays loose. Weekly flip 64,187 — spot holds right above it, minimal buffer.

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

Weekly charm +0.98M — decay flow mildly supportive toward max pain, but far weaker than July.

IBIT confirms: long gamma too, cap ~68.4k, floor ~62.2k, max pain ~64.8k — ETF positioning aligned with the BTC book.

Total

Full-book DEX +54.3M — dealer net delta slightly positive, no heavy hedge skew; VEX +16.4M — a vol drop adds a hedge bid. Both mildly constructive.

Spot 64,525 trades above realized (52.3k) and the 50DMA (63.4k), below STH cost basis (67.5k), the 200DMA (70.1k) and production cost (76.2k) — mid battleground.

Book-wide max pain 66k just overhead. Fear & Greed 30, weekly RSI 41.4 — cautious sentiment against a constructive structure.

Week ahead (beta)

37 days of history. Honest check: yesterday's 64.066.3k chop technically held but only by its lower edge — 65,17364,525, spot slid onto the 64.6k zone (flip + magnet + OI) and sits right above the weekly flip 64,187. The 66k+ upside remains unclaimed for an eleventh week.

Base case into Aug 14: chop 63.866.0k around max pain 64k — long gamma with weak charm, loose pin; liq magnets 64.85k/65.75k above, 63.9k liq and the 63.46k zone (50DMA + flip) below.

Downside trigger: losing the 64.2k flip slides price through 63.9k toward 63.46k/63.25k liq; below that, the 62k cluster and 61.75k.

Upside trigger: acceptance above 65.75k opens 67.4k (liq) and 67.5k (zone + STH cost basis), then the 68k weekly call wall.

Gamma is only moderate — conviction is medium, an external shock could break the range either way.

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Structure derived from deterministic market data. Not investment advice.