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Quant Daily — 17 Aug 2026

BTC market structure · 2026-08-17 UTC

BTC: $63,601

├ 50MA: $63,700 🔻

├ 200MA: $69,174 🔻

├ Realized: $52,244 (MVRV 1.22)

├ STH cost basis: $67,241

├ LTH cost basis: $49,127

├ RSI (weekly): 39.6

├ IBIT cost basis: $81,998

├ MSTR cost basis: $75,385

├ Production cost: $140,055

├ BTC/Gold: 14.4 oz

└ Fear & Greed: 31 (Fear)

ETF 5d -390M$ / 20d +436M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.64

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

Week    60000/67000
Month   60000/70000
Quarter 50000/75000

Weekly

Weekly gamma is back positive (GEX +4.0M vs −3.0M yesterday) — a loose pin into the Aug 21 expiry returns, moves get mildly dampened. Weekly flip 63,214, spot holds just above it.

Weekly walls: calls capped at 68k (largest OI), puts anchored at 60k. Max pain 63k sits just under spot — expiry pull keeps price nearby.

Weekly charm +2.4M — decay flow mildly supportive, holding price near max pain into the near expiry.

IBIT confirms: long gamma too, cap ~66.9k, floor ~61.6k, max pain ~63.4k — no divergence from the BTC book.

Total

Full-book DEX −461M — dealer hedges buy dips; VEX +14.9M — a vol drop adds a hedge bid. Both mildly supportive.

The total book is long gamma (GEX +39M) with the book-wide flip at 62,765 just below spot — the regime line; book-wide max pain 65k overhead.

Spot 63,601 trades above realized (52.2k), sits right on the 50DMA (63.7k), below STH cost basis (67.2k) and the 200DMA (69.2k) — mid battleground.

Fear & Greed 31, weekly RSI 39.6 — fearful tape against a constructive but thin structure.

Week ahead (beta)

43 days of history. Honest check: yesterday's upside trigger fired — the weekly flip 63.1k was reclaimed (63,00863,601), spot ran exactly into the 50DMA/63.7k zone; weekly gamma printed positive for the first time since Aug 10.

Base case into Aug 21: chop 62,40065,200 around max pain 63k — gamma and charm positive but weak, the pin is loose; liq magnets 64.6k/64.85k/65.2k and the 65.1k zone above, liq 62.65k/62.45k sitting right on the book-wide flip 62.77k below.

Upside trigger: acceptance above 63.7k (50DMA + zone) opens the 64.665.2k node, then 65.95k liq — upside above 64k unclaimed since Aug 11.

Downside trigger: losing 62.4562.77k tips the entire book short gamma — sliding to 61.1k/60.5k, then the 60k put wall, the book's main defense.

Uncertainty stays above normal: the gamma cushion is back but thin — an external shock breaks the range either way.

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Structure derived from deterministic market data. Not investment advice.