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Quant Daily — 23 Sep 2026

BTC market structure · 2026-09-23 UTC

BTC: $85,323

├ 50MA: $74,592

├ 200MA: $70,803

├ Realized: $52,785 (MVRV 1.62)

├ STH cost basis: $71,350

├ LTH cost basis: $48,770

├ RSI (weekly): 62.8

├ IBIT cost basis: $81,664

├ MSTR cost basis: $75,385

├ Production cost: $86,283

├ BTC/Gold: 19.9 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +2010M$ / 20d +2831M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d +0.00

liq BTC 6m 0.06 3m 0.06 1m 0.14 7d 0.11 (A+↓) | ETH 6m 0.06 3m 0.06 1m 0.14 7d 0.11 (A+↓) · int BTC↓ ETH↓

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

Week    82000/90000
Month   75000/95000
Quarter 60000/100000

Weekly

Regime: long gamma (weekly GEX +$166M), with the week's gamma mass sitting right at 85k — at spot, a case for pinning into Friday's expiry.

Weekly flip is far below at 75.8k; call wall 90k, put wall 70k, max pain 76k. Most OI sits below spot (26% above), and fresh flow agrees: 80k was built last session while 90k and 75k were trimmed.

Weekly charm −$172M — gross figure; the sign reflects OI standing below spot, not dealer hedge pressure.

IBIT mirrors the picture: long gamma, gamma mass at 84.3k near spot, call wall 87.8k / put wall 72k — both venues agree on the center, IBIT's weekly ceiling sits slightly closer.

Total

Full-book DEX +$10.2B — dealers' net hedge delta long, near recent highs ($11.3B yesterday).

Spot trades above every slow anchor: MA50 74.6k, MA200 70.8k, STH cost basis 71.4k, IBIT basis 81.7k — but keeps stalling at the 86.3k production cost for a third day.

Fear&Greed 71 (greed); DVOL 38 (27th %ile of the year) — vol premium is thin, sellers aren't being paid much.

Overall: constructive trend on low vol, with near resistance directly overhead.

Week ahead (beta)

81 days of track. Honest check: yesterday's base case (84.588.1k chop anchored at 85k) is holding — 86,13085,323, spot parked right on the 85k gamma mass; the 88.1k upside trigger wasn't taken, 86.3k production cost still uncleared.

Base case: into the 9/25 expiry (2 days), pin 84,50087,000 around 85k — long gamma, liq clusters 85,050/84,500 (weight 100) just below spot, 85,900 above; the board prices ~1% odds of −10% by Friday — no deep flush priced.

Upside trigger: acceptance above 86.3k opens 87.5k, then 89.3k and the 90k weekly call wall.

Downside trigger: losing 84.084.5k points to the 82.4582.85k cluster, then the tested 80.4k zone.

Caveat: standing liquidation skew is down across all windows (grade A+, long leverage below price) — a risk context on a breakdown, not a confirmed signal; post-Friday the monthly board's center of mass sits higher (90k gamma wall).

← 22 Sep 2026

Structure derived from deterministic market data. Not investment advice.