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Quant Daily — 18 Aug 2026

BTC market structure · 2026-08-18 UTC

BTC: $64,156

├ 50MA: $63,804

├ 200MA: $69,080 🔻

├ Realized: $52,240 (MVRV 1.23)

├ STH cost basis: $67,240

├ LTH cost basis: $49,116

├ RSI (weekly): 41.1

├ IBIT cost basis: $81,998

├ MSTR cost basis: $75,385

├ Production cost: $135,557

├ BTC/Gold: 14.6 oz

└ Fear & Greed: 41 (Fear)

ETF 5d -390M$ / 20d +436M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.74

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

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

Weekly

Dealers are long gamma, weekly GEX +17.8M — the fattest cushion this month: moves get dampened, the pin into the Aug 21 expiry is back. Weekly flip 63,315 — spot holds above it with real buffer for the first time in a week.

Weekly walls: calls capped at 67k (largest OI), puts anchored at 60k. Max pain 63.5k sits just below spot — expiry pull works down-to-center.

Weekly charm +4.4M — decay flow supportive: dealer hedging nudges price toward max pain from below, no pressure.

IBIT aligned on regime (long gamma) but its levels sit slightly lower — weekly center ~62.6k, floor 61.7k. Mild downward divergence, same regime.

Total

Full-book DEX −222M — dealer hedges buy dips; VEX +15.2M — a vol drop adds to that bid. Both mildly supportive.

Spot 64,156 trades above realized (52.2k) and the reclaimed 50DMA (63.8k), below STH cost basis (67.2k) and the 200DMA (69.1k) — mid battleground. Book-wide flip 63,034 below, book-wide max pain 65k overhead.

Fear & Greed 41 — fear easing (3141 in a day), weekly RSI 41. Constructive structure with the gamma cushion finally restored.

Week ahead (beta)

44 days of history. Honest check: yesterday's upside trigger fired — acceptance above 63.7k (50DMA + zone) played out (63,60164,156), weekly gamma jumped +4M+17.8M, the cushion is back.

Base case into the Aug 21 expiry (3 DTE): 63,30065,200 chop with an upward lean — positive gamma and charm pull toward the 64.65k liq magnet and the 65.1k zone; max pain 63.5k holds the floor.

Upside trigger: acceptance above 65.165.95k (zone + liq) opens 66.4k and the 67k weekly call wall (plus STH cost basis 67.2k) — upside above 66k unclaimed for three months.

Downside trigger: losing the 63.3k flip and the 63.6k zone slides price to 63.2k liq, then the book-wide flip 63,034 and the 62.45k/62k clusters.

Uncertainty is moderate: the pin is firmer than all of last week, but the horizon is short — post-expiry the monthly book is stretched between max pain 63k and the 72k wall, range can widen.

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Structure derived from deterministic market data. Not investment advice.