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Quant Daily — 14 Sep 2026

BTC market structure · 2026-09-14 UTC

BTC: $78,318

├ 50MA: $71,440

├ 200MA: $70,222

├ Realized: $52,778 (MVRV 1.48)

├ STH cost basis: $70,967

├ LTH cost basis: $48,823

├ RSI (weekly): 55.5

├ IBIT cost basis: $81,661

├ MSTR cost basis: $75,385

├ Production cost: $87,470

├ BTC/Gold: 18.3 oz

└ Fear & Greed: 57 (Greed)

ETF 5d -288M$ / 20d +3309M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.45

liq BTC 6m 0.30 3m 0.20 1m 0.33 7d 0.62 (C↓) | ETH 6m 0.07 3m 0.07 1m 0.12 7d 0.37 (B↓) · int ETH 1m↓

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

Week    72000/82000
Month   70000/85000
Quarter 60000/100000

Weekly

Dealers are long gamma but the weekly cushion is thin (+$5.6M): the flip sits at 77.7k, barely below spot.

Gamma wall and weekly max pain both at 78k — the board is centered on price, an argument for a pin into Friday's expiry. Walls: 82k calls above, 72k puts below.

OI built on both sides last session — 74k below, 81k above: the range is being framed around price, not shifted.

Weekly charm is positive (+$3.4M) — time decay leans supportive into the near expiries.

IBIT agrees on regime (long gamma), with a slightly closer ceiling (~80.5k) and 71.5k support; the notable divergence is IBIT max pain sitting low at 71.5k vs 78k on the BTC board.

Total

Book-wide DEX +$4.7B — dealers net long delta, hedging flows lean supportive. Vega mass (~$23.5M) is sizable but reflects book size, not direction.

Spot trades above the 50/200 MAs (71.4k/70.2k), STH cost basis 71.0k and MSTR basis 75.4k; below IBIT basis 81.7k and production cost 87.5k — price sits mid-sandwich.

Fear & Greed 57, neutral; DVOL 37.8 in the bottom tercile of the year — vol premium is lean, so strikes are best placed at strong levels rather than stretched for yield.

Overall structure favors range: mass on both sides, no extreme tilt.

Week ahead (beta)

72 days of track. Honest check: yesterday's upside trigger fired — reclaim of 77.578k played out, 76,97478,318, the sixth range-low buyback of this run; the 76.582k range is now 27 days old, spot back at max pain 78k.

Base case: pin 76.480.2k around 78k into Friday's expiry (gamma wall + max pain + long gamma + positive charm); nearby liq magnets 79,450/79,900 above, main ceiling unchanged — the 81.782.85k node (82k call wall + IBIT basis + high-score zone + 82,850 liq).

Upside trigger: acceptance above 79.9k opens 8182k. Downside: losing the 77.7k flip risks a slide to 76,350/75,850 liq, with a 75.4k shelf below; 72k put wall is the far line.

Caveats: the gamma cushion is thin and flipped negative below the flip last week — moves near the floor can run wider; standing liquidation skew on longer windows leans down (grade C) — risk context, not a signal.

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Structure derived from deterministic market data. Not investment advice.