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Quant Daily — 19 Aug 2026

BTC market structure · 2026-08-19 UTC

BTC: $64,991

├ 50MA: $63,929

├ 200MA: $69,011 🔻

├ Realized: $52,231 (MVRV 1.24)

├ STH cost basis: $67,202

├ LTH cost basis: $49,110

├ RSI (weekly): 41.3

├ IBIT cost basis: $81,940

├ MSTR cost basis: $75,385

├ Production cost: $131,654

├ BTC/Gold: 14.6 oz

└ Fear & Greed: 46 (Neutral)

ETF 5d +237M$ / 20d +493M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.97

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

Week    62000/67000
Month   60000/70000
Quarter 50000/75000

Weekly

Dealers are long gamma, weekly GEX +43.9M — the fattest cushion in a month: moves get dampened, the pin into the Aug 21 expiry is firm. Weekly flip 63,518 — spot holds above with real buffer.

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

Weekly charm +8.5M — decay flow supportive: dealer hedging nudges price from below into the near expiry.

IBIT aligned: long gamma too, weekly max pain ~63.6k matches BTC, total flip 64.1k just under spot — no regime divergence.

Total

Full-book DEX +249M — dealer net delta positive, no heavy hedge skew; VEX +15.9M — a vol drop adds a hedge bid. Both mildly constructive.

Spot 64,991 trades above realized (52.2k) and the 50DMA (63.9k), below STH cost basis (67.2k) and the 200DMA (69.0k) — mid battleground. Book-wide max pain 65k sits exactly at spot.

Fear & Greed 46 — fear easing a second day (314146), weekly RSI 41.3. Constructive structure with the gamma cushion fully restored.

Week ahead (beta)

45 days of history. Honest check: yesterday's upward lean played out — 64,15664,991, spot ran exactly into the score-6 node at 64,991 (magnet + max pain + gamma wall) and sits wedged between liq magnets 64.85k/65.15k; the 65.1k upside trigger isn't confirmed yet.

Base case into the Aug 21 expiry (2 DTE): pin 63,50066,000 around book-wide max pain 65k — weekly gamma +44M (month high) and positive charm dampen swings.

Upside trigger: acceptance above 65.15k opens 66k (liq), then 66.8567k (liq + zone + weekly call wall, STH cost basis 67.2k nearby) — upside above 66k unclaimed for three months.

Downside trigger: losing the 63.5k weekly flip slides price to 63.2k liq and the 63.05k zone, then the 62.45k cluster.

Post-expiry the monthly book is stretched between max pain 63k and the 72k wall — range can widen. Uncertainty is moderate: the pin is firm but the horizon is short.

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Structure derived from deterministic market data. Not investment advice.