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Quant Daily — 8 Sep 2026

BTC market structure · 2026-09-08 UTC

BTC: $78,080

├ 50MA: $69,996

├ 200MA: $69,902

├ Realized: $52,778 (MVRV 1.48)

├ STH cost basis: $69,980

├ LTH cost basis: $48,918

├ RSI (weekly): 56.7

├ IBIT cost basis: $81,661

├ MSTR cost basis: $75,385

├ Production cost: $86,537

├ BTC/Gold: 17.7 oz

└ Fear & Greed: 69 (Greed)

ETF 5d +987M$ / 20d +3439M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.08

liq BTC 6m 0.26 3m 0.14 1m 0.21 7d 0.39 (C↓) | ETH 6m 0.16 3m 0.16 1m 0.25 7d 0.28 (B↓) · int BTC 1m↓ ETH 1m↓

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

Week    73000/82000
Month   70000/85000
Quarter 60000/100000

Weekly

Dealers long gamma on both venues, weekly GEX +20.6M — a moderate cushion (vs +33M yesterday), swings get dampened; the weekly flip 77,016 sits just ~1.4% under spot — the regime boundary is close.

Sep 11 board: 81,000 call/gamma wall overhead, 73,000 put wall below, max pain 78,000 — spot sits right on the board's center a fourth straight day. The board keeps building both around and above price: 87% of session OI adds landed above spot (80.5k/78k/79k/78.5k).

Weekly charm +19.3M — the run's high: decay flow mildly supports price into Friday.

IBIT: same regime, but its weekly floor (put wall 78.6k) sits directly under price, max pain 76.8k; +102k OI on the session, 81% above spot. Level divergence, not regime.

Total

Full-book DEX +4.71B — dealer net delta strongly positive, hedges lean with the trend; the book's vega metric now reads as size only, no direction.

Spot 78,080 trades above realized (52.8k), the 50/200DMA (~70k), STH basis (70.0k) and MSTR basis (75.4k); overhead sit IBIT cost basis 81.7k and production cost 86.5k — a dense lid stacked on the 8182k node.

Book-wide max pain 73k and flip 69.3k remain far below — price still runs ahead of total structure, though the weekly slice has caught up.

Fear & Greed 69 (greed), weekly RSI 56.7; DVOL mid-tercile — vol premium is neutral.

Week ahead (beta)

66 days of history. Honest check: the pullback runs a second day — 79,16878,080; yesterday's downside trigger hasn't formally fired (the flip itself slid to 77.0k), the 76.582k corridor holds a twenty-first day, and spot sits exactly on the 77,750 liq (weight 100) and the 78k max pain.

Base case into the Sep 11 expiry (3 DTE): chop 76,50081,000 centered on 78k — the board is centered at price, charm supportive, long gamma dampens swings; the board prices only ~0.7% odds of −10% by Friday — no deep flush implied.

Upside trigger: reclaiming 78.679k (liq) opens 80.25/81.15k, then the 8182.85k node (81k call/gamma wall + IBIT basis 81.7k + zone 81,670 + liq 82,850).

Downside trigger: losing 77,750 and the 77.0k flip turns weekly gamma negative — a slide to the 76,000 liq (weight 100), then the 75.2k zone (MSTR basis) and the 73k put wall.

Uncertainty is moderate: the flip sits <1.5% under spot, the cushion is thinner than yesterday, and greed at 69 plus 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.