← Quant Daily

Quant Daily — 21 Aug 2026

BTC market structure · 2026-08-21 UTC

BTC: $77,260

├ 50MA: $64,608

├ 200MA: $69,010

├ Realized: $52,300 (MVRV 1.48)

├ STH cost basis: $67,669

├ LTH cost basis: $49,059

├ RSI (weekly): 56.5

├ IBIT cost basis: $81,739

├ MSTR cost basis: $75,385

├ Production cost: $74,248 ⚠️

├ BTC/Gold: 16.9 oz

└ Fear & Greed: 72 (Greed)

ETF 5d +1553M$ / 20d +1773M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.50

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

Week    72000/80000
Month   65000/82000
Quarter 60000/90000

Weekly

Dealers are long gamma, weekly GEX +94M — a fat cushion, but the board lags price badly: the 75k weekly call wall sits BELOW spot, put wall and max pain 65k are deep underneath. The pin on these strikes is effectively dead; the Aug 28 expiry trades off an outdated map.

Weekly flip 64,309 — far below, regime firmly positive.

Weekly charm −21.5M — decay flow works down toward the board's center for a second day: the main structural headwind against the impulse.

IBIT confirms: same regime (long gamma), but its weekly levels at 65.867.5k also sit far below spot — neither venue has rebuilt after the vertical move.

Total

Full-book DEX +6.83B — dealer net delta strongly positive; VEX +24.8M — a vol drop adds a hedge bid. Both constructive.

Spot 77,260 trades above realized (52.3k), the 50/200DMA (64.6k/69.0k), STH cost basis (67.7k), production cost (74.2k) and MSTR basis (75.4k); the nearest overhead marker is IBIT cost basis at 81.7k.

Book-wide max pain 68k and flip 63k are left far below — price ran ahead of the structure.

Fear & Greed 72 (greed), weekly RSI 56.5 — constructive but stretched: the board is chasing spot, not leading it.

Week ahead (beta)

47 days of history. Honest check: yesterday's upside trigger fired with another overshoot — acceptance above 74.375k opened 78k, and 71,68777,260 (+7.8%) delivered; direction right two days running, magnitude beyond the script.

Base case: digestion in 74,60080,000 — support at the 74.174.6k node (score-5 zone: production cost + liq weight 100 + gamma wall), resistance at the tested 78.7k zone and the 80k gamma wall; negative weekly charm nudges price down toward the board's center into Aug 28.

Downside trigger: losing 74.174.6k opens an air pocket to 72k (liq + fresh OI node), then 71.7k.

Upside trigger: acceptance above 78.780k opens the 82.85k liq cluster and IBIT cost basis 81.7k.

Uncertainty is high: the board hasn't rebuilt after two vertical sessions — walls and flip will migrate up, and greed at 72 makes the tape shock-sensitive either way.

← 20 Aug 202622 Aug 2026 →

Structure derived from deterministic market data. Not investment advice.