← Quant Daily

Quant Daily — 19 Sep 2026

BTC market structure · 2026-09-19 UTC

BTC: $81,410

├ 50MA: $72,872

├ 200MA: $70,498

├ Realized: $52,811 (MVRV 1.54)

├ STH cost basis: $71,217

├ LTH cost basis: $48,809

├ RSI (weekly): 58.9

├ IBIT cost basis: $81,637

├ MSTR cost basis: $75,385

├ Production cost: $88,821

├ BTC/Gold: 18.6 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +6M$ / 20d +1762M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d -0.94 · 1d driver: spot ↑

liq BTC 6m 0.24 3m 0.12 1m 0.30 7d 0.05 (C↓) | ETH 6m 0.03 3m 0.03 1m 0.07 7d 0.04 (A+↓) · int BTC↓ ETH↓

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

Week    75000/85000
Month   70000/90000
Quarter 60000/100000

Weekly

Long gamma on both venues; weekly GEX +$230M — dampening regime, though the gamma wall (80k) now sits below spot.

Weekly flip 73.4k, walls 85k/70k, max pain 72k — OI mass still sits below price after the pop, but the build is above it: 67% of new OI over spot, biggest add at 83k.

Weekly charm flipped negative (−$5.0M gross) for the first time this run — OI center stayed under price.

IBIT agrees on the ~85.2k cap and is stacking even harder above spot (82% of adds at 85.2k/82.5k/81.6k); its downside cluster sits much closer — 76.3k vs BTC's 70k.

Total

Book-wide dealer net delta +$7.1B — highest of the past two weeks of tracking.

Spot 81.4k trades above MA50/200 (72.9/70.5k), STH basis 71.2k and realized 52.8k; sitting right on IBIT cost basis 81.6k, ~9% below miner production cost 88.8k.

Fear & Greed at 71; DVOL 34.6 at the 3rd percentile of the year — vol premium is thin, favor wider strikes over richer ones.

Structure stays constructive: long gamma on both venues, 85k weekly cap, floor migrating up behind price.

Week ahead (beta)

77 days of track. Yesterday's upside trigger (acceptance over 8181.8k) is playing out — 80,21581,410, spot pushed into the IBIT-basis node at 81.6k; second day of momentum after the old range broke.

Base case: 8083k consolidation with upward drift — long gamma, 80k gamma wall plus 80.5k/80k liq clusters below, fresh 82.5k zone and 82.85k liqs above; acceptance over 82.9k opens the 85k call wall (being built on both venues).

Downside trigger: losing 80k/79.6k liqs brings 78k back into play; deeper, the 75.575.9k shelf.

Caveats: standing liquidation skew leans down (long leverage below price), weekly max pain sits far below at 72k — a cooldown into 79.681k wouldn't break the structure. Moderate confidence, this is beta.

← 18 Sep 202620 Sep 2026 →

Structure derived from deterministic market data. Not investment advice.