← Quant Daily

Quant Daily — 31 Aug 2026

BTC market structure · 2026-08-31 UTC

BTC: $77,966

├ 50MA: $67,622

├ 200MA: $69,462

├ Realized: $52,638 (MVRV 1.48)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 57.5

├ IBIT cost basis: $81,686

├ MSTR cost basis: $75,385

├ Production cost: $81,872

├ BTC/Gold: 17.6 oz

└ Fear & Greed: 62 (Greed)

ETF 5d +924M$ / 20d +3306M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.36

liq BTC 6m 0.28 3m 0.13 1m 0.20 7d 0.56 (C↓) | ETH 6m 0.12 3m 0.12 1m 0.19 7d 0.69 (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, but weekly GEX +26M — the cushion thinned again (+39M yesterday): the pin is looser, swings can widen. Weekly flip 64,913 sits deep below — regime firmly positive.

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 deep below. Session OI −23.6k with the unwind concentrated up top (82k −6.1k) — the upper node thinned slightly, little fresh build on Deribit.

Weekly charm +4.5M — positive a second straight day: decay flow now mildly supports price instead of dragging it toward the board's center.

IBIT: same regime but actively building around spot (+51k OI at 78.681.3k); its weekly cap ~79.5k sits right on top of price — a slightly lower, closer lid than BTC's 82k. Level divergence, not regime.

Total

Full-book DEX +4.68B — dealer net delta strongly positive, hedges lean with the trend; VEX +25.2M — a vol drop adds a hedge bid. Both constructive.

Spot 77,966 trades above realized (52.6k), the 50/200DMA (67.6k/69.5k) and STH basis (70.0k), but production cost jumped to 81.9k and now sits ABOVE price alongside IBIT cost basis 81.7k — both stack onto the 81.8k zone and the 82k wall: a dense overhead cluster.

Book-wide max pain 72k and flip 66.4k sit far below — price still runs ahead of structure, though the weekly slice has caught up.

Fear & Greed 62 — greed cooling (6962), weekly RSI 57.5; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

58 days of history. Honest check: the 76.582k corridor holds a thirteenth day — 78,89277,966, a pullback inside the range; neither of yesterday's triggers fired, spot sits right on the 77,250 liq.

Base case: chop 76,50082,000 — the cushion is thinner (+26M) but charm is positive a second day; the main cap is the 81.682.85k node (82k call/gamma wall + IBIT basis 81.7k + production cost 81.9k + fresh zone 81,796 + liq 81,600/82,850) — the densest of this run.

Upside trigger: reclaiming 78.879k opens 79.85/80.25k, then the 81.682k node.

Downside trigger: losing 77,250 and 76.5k slides price to the 75k put wall and the fresh 75.2k zone; the weekly board prices only ~1% odds of −10% by Sep 4 — no deep flush implied.

Uncertainty is moderate: overhead resistance got denser (production cost joined the wall) while the cushion thinned — another floor test before any 80k+ attempt wouldn't surprise.

← 30 Aug 20261 Sep 2026 →

Structure derived from deterministic market data. Not investment advice.