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Quant Daily — 29 Aug 2026

BTC market structure · 2026-08-29 UTC

BTC: $77,692

├ 50MA: $67,034

├ 200MA: $69,343

├ Realized: $52,635 (MVRV 1.48)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 56.4

├ IBIT cost basis: $81,686

├ MSTR cost basis: $75,385

├ Production cost: $77,849

├ BTC/Gold: 17.4 oz

└ Fear & Greed: 68 (Greed)

ETF 5d +924M$ / 20d +3306M$ · CME fwd 0/5 LONG (все нейтральны) · CLLD 1d -0.24 · 1d driver: perp ↓

liq BTC 6m 0.27 3m 0.12 1m 0.19 7d 0.50 (C↓) | ETH 6m 0.12 3m 0.12 1m 0.17 7d 0.50 (B↓) · int BTC 1m↓ ETH 1m↓

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

Week    74000/82000
Month   70000/85000
Quarter 60000/100000

Weekly

Dealers long gamma on both venues, but weekly GEX +24M — the cushion thinned again (+38M yesterday): the pin is loose, swings can widen.

Fresh weekly board (Sep 4): call wall 82,000 lines up with the gamma wall — the week's cap; the put wall migrated 74k75,000, the floor now sits right under spot. Max pain 71k and flip 64.6k deep below — regime firmly positive.

Weekly charm −0.07M — for the first time in ten days the decay drag toward the board's center is effectively gone.

Session OI −23k with unwinds at 82k/70k/75k/80k — post-expiry cleanup, little fresh build.

IBIT aligned: same regime, call wall ~82.3k matches, and nearly all its session build landed above spot (8186k) — the ETF book keeps stacking upside.

Total

Full-book DEX +4.49B — dealer net delta strongly positive, hedges lean with the trend; VEX +25.6M — a vol drop adds a hedge bid. Both constructive.

Spot 77,692 trades above realized (52.6k), the 50/200DMA (67.0k/69.3k) and STH basis (70.0k), but production cost 77,849 now sits slightly ABOVE price — first time this run; IBIT cost basis 81.7k remains the nearest overhead marker.

Book-wide max pain 72k and flip 66k sit far below — price still runs ahead of structure.

Fear & Greed 68 — greed cooling (7368), weekly RSI 56. Constructive but stretched; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

56 days of history. Honest check: the 76.582k corridor holds an eleventh day, but its floor is being tested for the first time — 78,83477,692 on a perp-driven −3% day; the 77.5k downside trigger hasn't formally fired, spot sits right on it.

Base case: chop 75,00080,000 with a lean toward testing the floor — liq 76,500/76,000 (weight 100), the 75k put wall and the tested 75.2k zone below; the 80.4582k node (liq + call/gamma wall 82k + IBIT basis 81.7k) above. The weekly board prices only ~5% odds of closing below 72.3k — no deep flush implied.

Downside trigger: losing 76.076.5k slides price to the 75k put wall, then air to 74k; production cost above spot removes one bull argument.

Upside trigger: reclaiming 78.879k opens 80.45k, then the 81.682.85k node.

Uncertainty above normal: the gamma cushion has thinned three days running, the charm support is spent, and standing liq skew points down (grade C — context, not a signal).

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Structure derived from deterministic market data. Not investment advice.