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Quant Daily — 2 Sep 2026

BTC market structure · 2026-09-02 UTC

BTC: $77,189

├ 50MA: $68,160

├ 200MA: $69,540

├ Realized: $52,647 (MVRV 1.47)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 55.6

├ IBIT cost basis: $81,676

├ MSTR cost basis: $75,385

├ Production cost: $84,783

├ BTC/Gold: 17.5 oz

└ Fear & Greed: 63 (Greed)

ETF 5d +253M$ / 20d +2905M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d +0.48

liq BTC 6m 0.31 3m 0.18 1m 0.27 (—) | ETH 6m 0.17 3m 0.17 1m 0.25 (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 is just +7M — the thinnest cushion of the run (+25M yesterday): the pin is weak, swings can widen.

Key shift: the weekly flip climbed to 75,935, right under spot, stacked on the 75,000 put wall with the gamma wall there too — the 7576k node is both the floor and the regime boundary. Overhead: 82,000 call wall; weekly max pain 71k deep below.

Weekly charm +1.6M — positive a fourth straight day: decay flow mildly supports price.

Session OI −24.5k with unwinds both up top (82k −6.3k, 80k −1.5k) and below (70k/75k), only ~15% of adds above spot — the upper node keeps thinning.

IBIT agrees on regime but is building a floor at 75.9k (+8.6k OI) and holds a closer lid at 79.4k vs BTC's 82k — level divergence, not regime.

Total

Full-book DEX +4.2B — dealer net delta strongly positive, hedges lean with the trend; VEX +25.6M — a vol drop adds a hedge bid. Both constructive.

Spot 77,189 trades above realized (52.6k), the 50/200DMA (68.2k/69.5k), STH basis (70.0k) and MSTR basis (75.4k); overhead sit IBIT cost basis 81.7k and production cost 84.8k — a dense lid.

Book-wide max pain 72k and flip 66.9k far below — price still runs ahead of structure, though the weekly slice has caught up.

Fear & Greed 63 — greed cooling (6963), weekly RSI 55.6; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

60 days of history. Honest check: the 76.582k corridor holds a fifteenth day, but yesterday's downside trigger partially fired — 78,36077,189, the 77,650/77,300 liq levels gave way and spot sits right on the 76,850 liq (weight 100); the 79k reclaim never confirmed.

Base case into the Sep 4 expiry (2 DTE): a fight for the 75.577k floor — the weekly flip 75,935, the 75k put wall, the fresh 75,240 zone and liq 75,550 all converge below; the +7M cushion is the run's thinnest, the pin is weak and swings can run wider.

Downside trigger: losing 75.975.5k means losing the weekly flip — gamma turns negative below it and the move can accelerate; the board prices only ~5% odds of closing below 74.2k by Friday and ~0.3% odds of −10% — no deep flush implied.

Upside trigger: reclaiming 78.779k (liq weight 100) opens 79.8580.1k, then the 81.682.85k node (82k call/gamma wall + IBIT basis 81.7k + liq 82,850).

Uncertainty above normal: the cushion is at its minimum, standing liquidation skew points down (context, not a signal), while positive charm leans the other way.

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Structure derived from deterministic market data. Not investment advice.