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Quant Daily — 23 Aug 2026

BTC market structure · 2026-08-23 UTC

BTC: $77,488

├ 50MA: $65,179

├ 200MA: $69,036

├ Realized: $52,415 (MVRV 1.48)

├ STH cost basis: $68,327

├ LTH cost basis: $49,036

├ RSI (weekly): 55.5

├ IBIT cost basis: $81,739

├ MSTR cost basis: $75,385

├ Production cost: $74,248 ⚠️

├ BTC/Gold: 16.8 oz

└ Fear & Greed: 66 (Greed)

ETF 5d +1918M$ / 20d +2320M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.85

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 +88M — a fat cushion, but the board still lags price: the 75k weekly call wall sits BELOW spot, put wall 60k and max pain 67k are deep underneath. The pin on these strikes is dead; Aug 28 expiry trades off an outdated map.

Weekly flip 65,079 — far below, regime firmly positive.

Weekly charm −30M — decay flow presses down toward the board's center for a fourth straight day: the main structural headwind.

IBIT agrees: same regime, but its weekly levels (walls 68.0k/72.4k, max pain 66.2k) also sit far below spot — neither venue has rebuilt after the vertical move.

Total

Full-book DEX +6.57B — dealer net delta strongly positive, hedges lean with the trend; VEX +24.5M — a vol drop adds a hedge bid. Both constructive.

Spot 77,488 trades above realized (52.4k), the 50/200DMA (65.2k/69.0k), STH cost basis (68.3k), 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 63.7k are left far below — price still runs ahead of the structure.

Fear & Greed 66 — greed cooling (727166), weekly RSI 55.5. Constructive but stretched: the board is chasing spot, not leading it.

Week ahead (beta)

49 days of history. Honest check: the 74.580k digestion call is playing out for a third day — 77,28977,488, a flat tape after the +19% two-session burst; direction right four days running.

Base case: continued digestion in 74,50080,000 — the 75.0k node (cost basis + gamma wall, tested) and the 74.2k shelf (fresh zone + production cost + liq weight 100) below, liq 78.5k (weight 100), the 79.5k cluster and the 80k gamma wall above. The weekly options board prices only ~5% odds of closing below 72k by Aug 28 — no deep flush implied.

Negative weekly charm keeps nudging price toward the board's center into Aug 28.

Downside trigger: losing 74.275.0k opens an air pocket to 72k (weekly OI node), then 70.8k; standing predicted liquidity skews down — risk context, not a signal.

Upside trigger: acceptance above 79.580k opens the 82.85k liq cluster and IBIT cost basis 81.7k. Uncertainty stays above normal: the board hasn't rebuilt, and greed keeps the tape shock-sensitive either way.

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Structure derived from deterministic market data. Not investment advice.