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Quant Daily — 20 Sep 2026

BTC market structure · 2026-09-20 UTC

BTC: $80,658

├ 50MA: $73,219

├ 200MA: $70,535

├ Realized: $52,825 (MVRV 1.53)

├ STH cost basis: $71,208

├ LTH cost basis: $48,807

├ RSI (weekly): 57.9

├ IBIT cost basis: $81,637

├ MSTR cost basis: $75,385

├ Production cost: $86,586

├ BTC/Gold: 18.5 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +6M$ / 20d +1762M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d -0.11

liq BTC 6m 0.26 3m 0.14 1m 0.38 7d 0.12 (C↓) | ETH 6m 0.05 3m 0.05 1m 0.15 7d 0.10 (A+↓) · int BTC 7d↓ ETH↓

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

Week    75000/85000
Month   68000/90000
Quarter 60000/100000

Weekly

Both boards run long gamma — spot sits right on the 80k gamma wall, with a max-weight liq cluster at 80,000 under it.

Weekly flip 73.8k is deep below price; weekly walls 85k call / 70k put, max pain 72k — but OI mass below spot alone doesn't pin, the gamma center is at 80k.

Session flow: 85k OI trimmed (−273) and 81k (−119), 79k added (+134) — the top of the week is being pared, not built.

Weekly charm reads negative (−$4.4M) — gross Σ charm·OI, sign reflects OI mass sitting below spot (only 42% above); no hedge-direction read.

IBIT lines up with BTC: flip 73.8k, cap 84.4k vs 85k, max pain ~72.9k; the one difference — IBIT's near put support sits higher, ~75.6k.

Total

Book-wide dealer delta +$6.3B, total GEX +$343M — long gamma across the stack.

Spot 80,658 holds above MA50 (73.2k), MA200 (70.5k) and STH cost basis (71.2k), just under IBIT basis (81.6k) and miner cost (86.6k).

F&G 71 (greed); DVOL 35 at the 5th percentile of the year — vol premium is thin.

Overall: market above all fast cost bases, structure calm, the fight is for the 8081.6k node.

Week ahead (beta)

78 days of track. Honest check: yesterday's base case (8083k consolidation, upward lean) is holding — 81,41080,658, pullback inside the range; the 82.9k upside trigger didn't fire, the 81.6k IBIT-basis node wasn't held, spot is back at the 80k gamma wall.

Base case: 79,60082,900 chop around 80k — long gamma, max-weight liq at 80,000/79,600 right under spot, liq 82,750 above; the weekly cap is 85k, though that strike was trimmed last session. The board prices ~2% odds of −10% by Friday — a deep flush isn't priced.

Upside trigger: reclaim and hold above 81.6k (IBIT basis + 81,566 zone) opens 82.7582.85k, then the 85k wall.

Downside trigger: losing 79,600 points to liq 77.8k, deeper the 75.475.9k shelf (fresh zone 75,571 + liq 75,850 + MSTR basis).

Caveats: standing liq skews down (grade C — weak, unvalidated context), weekly OI builds went mostly below spot — conviction in continuation is low, this is beta.

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Structure derived from deterministic market data. Not investment advice.