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Quant Daily — 7 Sep 2026

BTC market structure · 2026-09-07 UTC

BTC: $79,168

├ 50MA: $69,738

├ 200MA: $69,851

├ Realized: $52,779 (MVRV 1.50)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 57.9

├ IBIT cost basis: $81,665

├ MSTR cost basis: $75,385

├ Production cost: $87,470

├ BTC/Gold: 18.0 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +987M$ / 20d +3439M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -1.00

liq BTC 6m 0.24 3m 0.11 1m 0.17 7d 0.33 (C↓) | ETH 6m 0.14 3m 0.15 1m 0.22 7d 0.28 (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 +33M — the cushion rebuilt, swings get dampened; the weekly flip 77,472 sits just under spot — the regime boundary is close.

Sep 11 board: the call wall migrated down 82k81,000, now lined up with the gamma wall directly overhead; put wall 73,000 below, max pain 78,000 — centered at price a fourth straight day. And it's not leftovers: 81k was the session's biggest build (+1,815 OI), 79% of adds landed above spot.

Weekly charm +6.5M — decay flow keeps mildly supporting price.

IBIT agrees on regime but holds a farther lid (~87.7k), floor and max pain ~75.4k, with 83% of its adds above spot (8388k) — the ETF book keeps stacking upside. Level divergence, not regime.

Total

Full-book DEX +5.67B — dealer net delta strongly positive, hedges lean with the trend; VEX +26.4M — a vol drop adds a hedge bid. Both constructive.

Spot 79,168 trades above realized (52.8k), the 50/200DMA (69.7/69.9k), STH basis (70.0k) and MSTR basis (75.4k); overhead sit IBIT cost basis 81.7k and production cost 87.5k — a dense lid stacked on the 8182k node.

Book-wide max pain 73k and flip 69k remain far below — price still runs ahead of the total structure, though the weekly slice has caught up.

Fear & Greed 71 (greed), weekly RSI 57.9; DVOL in the low tercile — vol premium is thin.

Week ahead (beta)

65 days of history. Honest check: the upward lean paused — 79,76879,168, a pullback inside the range; the 80,900/82,350 liq magnets remain unswept, the 76.582k corridor holds a twentieth day, and spot sits exactly on the 79,100 liq (weight 100).

Base case: chop 77,00082,000 — the board is centered at price (max pain 78k), charm supportive, but the cap moved closer: the call wall migrated 82k81k, and that strike was the session's biggest build.

Upside trigger: acceptance above 81k opens the 81.882.85k node (zone 81,786 + IBIT basis 81.7k + liq 82,350/82,850); beyond it only production cost 87.5k remains.

Downside trigger: losing the 77.5k flip turns weekly gamma negative — a slide to the 78,300/76,000 liq, then the 75.075.4k shelf (MSTR basis). The board prices only ~1% odds of −10% by Sep 11 — no deep flush implied.

Uncertainty is moderate: the flip sits <2.5% under spot, greed at 71 and standing liq skew pointing down (grade C — context, not a signal) keep the tape shock-sensitive both ways.

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Structure derived from deterministic market data. Not investment advice.