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Quant Daily — 10 Sep 2026

BTC market structure · 2026-09-10 UTC

BTC: $77,052

├ 50MA: $70,469

├ 200MA: $70,005

├ Realized: $52,760 ⚠️ (MVRV 1.46)

├ STH cost basis: $71,088

├ LTH cost basis: $48,801

├ RSI (weekly): 56.1

├ IBIT cost basis: $81,661

├ MSTR cost basis: $75,385

├ Production cost: $88,108

├ BTC/Gold: 17.7 oz

└ Fear & Greed: 69 (Greed)

ETF 5d +840M$ / 20d +3412M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d +0.98

liq BTC 6m 0.28 3m 0.17 1m 0.25 7d 0.65 (C↓) | ETH 6m 0.19 3m 0.19 1m 0.29 7d 0.43 (B↓) · int BTC 1m↓ ETH 1m↓

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

Week    75000/81000
Month   70000/85000
Quarter 60000/100000

Weekly

Total book stays long gamma (+$192M), but the front expiry flipped: spot 77,051 is below the weekly flip at 77,230, weekly GEX −$7M — into tomorrow's Sep 11 expiry dealer hedging amplifies rather than dampens near price.

Weekly walls: puts clustered at 76,000 (with a 100-weight liq cluster right there), calls at 81,000; max pain and the gamma wall sit at 78,000.

Weekly charm +$43M — decay flow is supportive into the front; fresh OI printed right at spot: 77,000 (+271), 78,000, 77,500, 79,500 — the board is being built around price.

IBIT agrees: flip 77.2k, cap 81.8k, max pain 76.6k just under spot — no divergence between venues, both frame 7678k below and 81k+ above.

Total

Book-wide DEX +$4.04B — dealers net long delta, still buyers into dips; oi-weighted vega ~$25M is a board-size metric, no directional read.

Spot holds above the 50/200 MAs (~70.070.5k), STH cost basis 71.1k and realized 52.8k — cushion intact; overhead sit IBIT cost basis 81.7k and mining cost 88.1k. MSTR basis 75,385 is right under price.

Fear&Greed 69, DVOL 40 (42nd pct of the year) — premium regime neutral. Long-gamma total plus a centered board = range structure, but price sits at its lower edge.

Week ahead (beta)

Day 68 of the track. Honest recap: yesterday's downside trigger fired — the 77.1k flip broke, 78,97577,051; the 76.582k range is on day 23, spot back at the floor — same spot as Aug 29 and Sep 2, both times bought.

Base case: into tomorrow's expiry it's a fight for 76.076.5k — put wall 76k + 100-weight liq cluster + gamma zone 76,140; the weekly slice is mildly short gamma below the flip, so swings can run wider, but options price only ~5% odds below ~75k by Friday. Fresh OI at 7778k suggests the floor is being rebuilt at price.

Upside trigger: reclaim 77.277.5k (flip + liq) opens 78k (max pain / gamma wall), then 79.85k.

Downside trigger: losing 76k slides price to the 75.075.4k shelf (MSTR basis); after Friday the monthly board is centered lower (put wall 70k, max pain 72k) — range can widen down. Standing liquidation skew on longer windows leans down (grade C) — context, not a signal.

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Structure derived from deterministic market data. Not investment advice.