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Quant Daily — 24 Sep 2026

BTC market structure · 2026-09-24 UTC

BTC: $84,261

├ 50MA: $74,940

├ 200MA: $70,884

├ Realized: $52,791 (MVRV 1.60)

├ STH cost basis: $71,422

├ LTH cost basis: $48,723

├ RSI (weekly): 61.0

├ IBIT cost basis: $81,687

├ MSTR cost basis: $75,385

├ Production cost: $74,419

├ BTC/Gold: 19.7 oz

└ Fear & Greed: 71 (Greed)

ETF 5d +2653M$ / 20d +2864M$ · CME fwd 2/5 LONG (смешанно) · CLLD 1d +0.94 · 1d driver: spot ↓

liq BTC 6m 0.10 3m 0.11 1m 0.27 7d 0.24 (B↓) | ETH 6m 0.09 3m 0.09 1m 0.26 7d 0.27 (B↓) · int BTC↓ ETH↓

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

Week    80000/88000
Month   75000/95000
Quarter 60000/100000

Weekly

Positive gamma: weekly GEX +$137M — dealer hedging dampens swings, pin-prone tape; gamma mass sits at 85k, same as the weekly call wall.

Flip at 78,028 is deep below spot, put wall 80k, max pain 78k — the whole support structure is underneath; only 31% of weekly OI sits above spot.

Board unwound into tomorrow's expiry (OI −5k on the session): 85k trimmed (−1.6k), 81k built (+1k) — mass being walked up toward spot from below.

Weekly charm −$255M — gross metric, reflects OI concentrated below spot.

IBIT snapshot is a session behind — skipping the venue comparison today.

Total

Total-book DEX +$8.0B — dealers net-long delta, though down sharply from $10.2B yesterday alongside the pullback.

Spot 84.3k sits far above every anchor: realized 52.8k, MA50/200 at 74.9k/70.9k, STH basis 71.4k, mining cost 74.4k; nearest is IBIT basis at 81.7k.

Fear&Greed 71 (greed), DVOL 37 at just the 17th %ile of the year — vol premium on offer is thin.

Overall: both venues in positive gamma, structure firm but stretched from cost-basis anchors.

Week ahead (beta)

Day 82 of the track. Honest check: yesterday's 84.587k pin around 85k got pressed at its lower edge — 85,32384,261; the downside trigger (losing 84.084.5k) partially fired, though the 82.4582.85k cluster wasn't reached. Spot flow, not perps, drove the selling.

Base case: into tomorrow's expiry, a fight at the 8485k edge with gravity toward the 85k gamma mass — positive gamma, weekly median (~84.3k) right on spot; the board prices ~0.4% odds of −10% by Friday.

Upside trigger: reclaiming 85.285.6k opens 87.187.6k, then 88k.

Downside trigger: losing 82.85k (liq + flip zone 82.6k) points to 81.4k, deeper the 80k put wall + 79.9k liq.

Caveats: weekly structure recenters after tomorrow's opex; standing liquidation skew leans down (grade B) — test-tier signal, not a promise of movement.

← 23 Sep 2026

Structure derived from deterministic market data. Not investment advice.