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Quant Daily — 22 Aug 2026

BTC market structure · 2026-08-22 UTC

BTC: $77,289

├ 50MA: $64,916

├ 200MA: $69,021

├ Realized: $52,369 (MVRV 1.48)

├ STH cost basis: $68,194

├ LTH cost basis: $49,029

├ RSI (weekly): 56.2

├ IBIT cost basis: $81,739

├ MSTR cost basis: $75,385

├ Production cost: $74,248 ⚠️

├ BTC/Gold: 16.9 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +1918M$ / 20d +2320M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d +0.68 · 1d driver: perp ↑

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

Week    74000/80000
Month   65000/82000
Quarter 60000/90000

Weekly

Dealers are long gamma, weekly GEX +87M — a fat cushion, but the board badly lags price: the 75k weekly call wall sits BELOW spot, put wall 60k and max pain 66k are deep underneath. The pin on these strikes is dead; the Aug 28 expiry trades off an outdated map.

Weekly flip 64,728 — far below, regime firmly positive.

Weekly charm −28M — decay flow presses down toward the board's center for a third straight day: the main structural headwind against the impulse.

IBIT agrees: same regime, but its weekly levels (walls 68.1k/72.6k, max pain 66.4k) also sit far below spot — neither venue has rebuilt after the vertical move.

Total

Full-book DEX +6.8B — dealer net delta strongly positive, hedges lean with the trend; VEX +25M — a vol drop adds a hedge bid. Both constructive.

Spot 77,289 trades above realized (52.4k), the 50/200DMA (64.9k/69.0k), STH cost basis (68.2k), production cost (74.2k) and MSTR basis (75.4k); the nearest overhead marker is IBIT cost basis at 81.7k.

Book-wide max pain 69k and flip 63.4k are left far below — price ran ahead of the structure.

Fear & Greed 71 (greed), weekly RSI 56 — constructive but stretched: the board is chasing spot, not leading it.

Week ahead (beta)

48 days of history. Honest check: yesterday's digestion call in 74.680k is playing out — 77,26077,289, a flat day after +19% in two sessions; direction right three days running.

Base case: continued digestion in 74,50080,000 — liq 76.1k (weight 100) and the 74.274.6k node (production cost + fresh zone + liq 75.25k) below, the 79.279.85k cluster (liq + fresh gamma zone) and the 80k wall above; negative weekly charm keeps nudging price toward the board's center into Aug 28.

Downside trigger: losing 74.274.6k opens an air pocket to 72k (weekly OI node), then 70.8k.

Upside trigger: acceptance above 79.880k opens the 82.85k liq cluster and IBIT cost basis 81.7k.

Uncertainty stays above normal: the board hasn't rebuilt after the vertical leg — walls and flip will migrate up, and greed at 71 keeps the tape shock-sensitive either way.

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Structure derived from deterministic market data. Not investment advice.