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Quant Daily — 22 Sep 2026

BTC market structure · 2026-09-22 UTC

BTC: $86,130

├ 50MA: $74,151

├ 200MA: $70,709

├ Realized: $52,822 (MVRV 1.63)

├ STH cost basis: $71,295

├ LTH cost basis: $48,786

├ RSI (weekly): 62.9

├ IBIT cost basis: $81,636

├ MSTR cost basis: $75,385

├ Production cost: $87,820

├ BTC/Gold: 19.9 oz

└ Fear & Greed: 78 (Extreme Greed)

ETF 5d +845M$ / 20d +2454M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d -0.58 · 1d driver: perp ↑

liq BTC 6m 0.04 3m 0.04 1m 0.08 7d 0.00 (A+↓) | ETH 6m 0.04 3m 0.04 1m 0.08 7d 0.00 (A+↓) · int BTC↓ ETH↓

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

Week    80000/90000
Month   75000/95000
Quarter 60000/100000

Weekly

Long gamma on both venues, BTC weekly GEX +$171M — dealer hedging dampens swings. Weekly flip at 74.2k, far below spot; walls at 90k/70k, but the gamma mass sits at 85k with spot right above it — that's the likely pin, not max pain 75k (which rests on legacy OI below: only ~25% of weekly OI is above spot).

Session flows: BTC built 79k and 87k, unwound 70k and 90k — fresh interest is catching up to price. Weekly charm −$83M, sign driven by OI sitting below spot.

IBIT agrees: long gamma, gamma mass 85.1k, call wall 88.6k — and it built above spot far more aggressively (83.3k/86.9k), the ETF leg is repositioning faster.

Total

Total book DEX +$11.3B — dealer net delta at the run's high (vs $10.7B yesterday).

Spot 86.1k sits above the 50/200 MAs (74.2k/70.7k), STH basis (71.3k) and IBIT basis (81.6k), but still below production cost at 87.8k — right overhead, next to a fresh 88.1k confluence node.

Fear & Greed 78; DVOL 38 in the bottom third of its 1y range — vol premium on offer is modest.

Structurally the market trades in the upper part of the options map: meaningful OI above spot only on the monthly (62%, walls 95k/70k).

Week ahead (beta)

80 days of track. Honest check: yesterday's base case (8387.4k consolidation around 85k) is holding — 85,27386,130, spot in the upper half; the 86.5k trigger technically fired but the 87.8k production-cost node hasn't been cleared.

Base case into the Sep 25 expiry (3 DTE): chop 84,50088,100 anchored on the 85k gamma mass — long gamma, liq clusters 85,050/84,600 (weight 100) right below spot, fresh 88.1k confluence node above (production cost + gamma + OI).

Upside trigger: acceptance above 88.1k opens liq 88,950 and the weekly call wall at 90k.

Downside trigger: losing 84.6k points to liq 82,850, deeper — the 79.980k shelf (tested zone + weight-100 liq).

Caveats: standing liquidation leverage sits almost entirely below price (grade A+), yesterday's move was perp-driven — fourth impulse leg this week; a pullback inside the range would be normal. This is beta.

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Structure derived from deterministic market data. Not investment advice.