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Quant Daily — 16 Sep 2026

BTC market structure · 2026-09-16 UTC

BTC: $75,578

├ 50MA: $71,920

├ 200MA: $70,316

├ Realized: $52,795 (MVRV 1.43)

├ STH cost basis: $71,088

├ LTH cost basis: $48,801

├ RSI (weekly): 53.0

├ IBIT cost basis: $81,653

├ MSTR cost basis: $75,385

├ Production cost: $90,931

├ BTC/Gold: 17.4 oz

└ Fear & Greed: 51 (Neutral)

ETF 5d -706M$ / 20d +2779M$ · CME fwd 1/5 LONG (mild long tilt) · CLLD 1d -0.14 · 1d driver: perp ↓

liq BTC 6m 0.36 3m 0.26 1m 0.46 7d 0.74 (—) | ETH 6m 0.11 3m 0.11 1m 0.22 7d 0.90 (B↓)

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

Week    72000/79000
Month   70000/82000
Quarter 60000/100000

Weekly

Aggregate book still long gamma, but spot 75,578 slipped below the weekly flip at 76,574 — the front expiry (Sep 18) is now short gamma (−$19.9M): hedging amplifies moves into Friday.

Weekly walls: 79k calls on top (~6.3k OI trimmed there last session), 72k puts below; max pain 78k sits above spot; gamma mass concentrated at 75k, right under price.

Weekly charm ~$20.3M — heavy gross OI near spot at 2 DTE.

IBIT (same expiry): still long gamma with flip at 74.0k below spot, deeper floor — 70.1k puts, max pain 71.8k, and most fresh OI built below spot. IBIT sees the weekly floor lower than the Deribit board.

Total

Full-book dealer net delta +$2.79B — still long, but shrinking (~$5.7B a week ago): thinner cushion.

Spot above the 50/200 MAs (71.9k/70.3k) and STH cost basis 71.1k, sitting exactly on MSTR basis 75.4k, below IBIT basis 81.7k and production cost 90.9k.

Fear & Greed 51, weekly RSI 53 — neutral.

Big picture: aggregate long gamma still dampens trend, but the front slice flipped and downside support is a narrow 75.075.6k shelf.

Week ahead (beta)

Honest recap: the 76.582k range broke on day 29 — the seventh floor test failed, 76,48075,578, spot below the weekly flip (76.6k) for the first time this run; yesterday's upside trigger (78k) never fired.

Base case into Friday's expiry (2 DTE): a fight for the 75.075.6k shelf (75k gamma mass + MSTR basis 75.4k + liq 75,050) — front expiry short gamma means wider chop, but options price only ~1% odds of −10% by Friday.

Upside trigger: reclaim the flip at 76.6k78k magnet (max pain + liqs), then the 79k call wall.

Downside trigger: losing 75k opens 74.1k, then the 71.972k node (fresh high-score zone + 72k put wall).

Post-expiry the monthly board is centered lower (max pain 72k, 70k puts) — range may widen. Beta forecast; short gamma up front adds uncertainty either way.

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Structure derived from deterministic market data. Not investment advice.