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Quant Daily — 30 Aug 2026

BTC market structure · 2026-08-30 UTC

BTC: $78,892

├ 50MA: $67,331

├ 200MA: $69,401

├ Realized: $52,639 (MVRV 1.50)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 56.9

├ IBIT cost basis: $81,686

├ MSTR cost basis: $75,385

├ Production cost: $78,576

├ BTC/Gold: 17.7 oz

└ Fear & Greed: 69 (Greed)

ETF 5d +924M$ / 20d +3306M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.81

liq BTC 6m 0.27 3m 0.12 1m 0.19 7d 0.49 (C↓) | ETH 6m 0.12 3m 0.12 1m 0.17 7d 0.49 (B↓) · int BTC 1m↓ ETH 1m↓

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

Week    75000/82000
Month   70000/85000
Quarter 60000/100000

Weekly

Dealers long gamma on both venues, weekly GEX +39M — the cushion rebuilt after yesterday's dip (+24M), swings get dampened again; weekly flip 64,684 sits deep below.

Fresh weekly board (Sep 4): call wall 82,000 lines up with the gamma wall — the week's cap; put wall 75,000 holds the floor. Max pain 71k is deep below, but the real pin lives in the 7882k node where the gamma mass sits.

Weekly charm +2.7M — positive for the first time in ~11 days: decay flow now mildly supports price instead of dragging toward the board's center.

Session OI −22.5k with unwinds at 82k/7075k — post-expiry cleanup continues, little fresh build.

IBIT agrees: same regime, cap ~83.5k next to 82k, and ~86% of its session OI build landed above spot (82.687k) — the ETF book keeps stacking upside.

Total

Full-book DEX +5.28B — dealer net delta strongly positive, hedges lean with the trend; VEX +25.6M — a vol drop adds a hedge bid. Both constructive.

Spot 78,892 trades above realized (52.6k), the 50/200DMA (67.3k/69.4k), STH cost basis (70.0k) and production cost (78.6k — right under price); nearest overhead marker is IBIT cost basis 81.7k.

Book-wide max pain 72k and flip 66.2k sit far below — price still runs ahead of structure, though the weekly slice has caught up.

Fear & Greed 69 (greed), weekly RSI 56.9; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

57 days of history. Honest check: yesterday's floor test got bought — 77,69278,892; the 76.076.5k downside trigger never fired, and the 78.879k reclaim from yesterday's script played out. The 76.582k corridor holds a twelfth day.

Base case: chop 76,50082,000 with a mild upward lean — the cushion rebuilt and charm turned positive for the first time in 11 days; the main magnet and cap is the 80.7582.85k node (82k call/gamma wall + IBIT basis 81.7k + liq 80,750/82,850).

Upside trigger: acceptance above 80.2580.75k opens 81.782k, then the 82,850 liq cluster.

Downside trigger: losing the 77,500 liq and 76.076.5k slides price to the 75k put wall and the 75.2k zone; the weekly board prices only ~1% odds of −10% by Sep 4 — no deep flush implied.

Uncertainty is moderate: liq 79,200 sits right above spot, standing liquidation skew points down (grade C — context, not a signal), and greed at 69 keeps the tape shock-sensitive.

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Structure derived from deterministic market data. Not investment advice.