Options data

Where option dealers are positioned in BTC and ETH, and the price distribution the book implies for the week, the month and the quarter.

Snapshot of the options book as of 23 Sep 2026, 14:00 UTC.

BTC trades at $85 792 and dealers are long gamma, so hedging dampens moves: net gamma exposure $+399.7M, gamma flip at 72 871 (17.7% below spot), max pain 77 000, open interest 500 320 contracts. The nearest expiry (2026-09-24, 1d) carries its call wall at 88 000 and put wall at 85 000. For the week to 2026-09-25 the option book implies a 90% range of 82 451–88 897 around a median of 85 749, at 41.1% implied volatility, with a 2.8% chance of a 5% drop and 2.0% of a 5% rise.

ETH trades at $2 716 and dealers are long gamma, so hedging dampens moves: net gamma exposure $+21.0M, gamma flip at 2 265 (19.9% below spot), max pain 2 300, open interest 1 892 138 contracts. The nearest expiry (2026-09-24, 1d) carries its call wall at 2 840 and put wall at 2 660. For the week to 2026-09-25 the option book implies a 90% range of 2 577–2 856 around a median of 2 711, at 50.4% implied volatility, with a 5.1% chance of a 5% drop and 5.6% of a 5% rise.

Written when this page was built. A new slice is published every six hours; the figures below refresh from the latest one when you open the page.

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Book state

Deterministic description of the book — what it is, not what to do. One headline per asset; the rows underneath are what that headline is made of.

BTCLong gamma
Dealer gammacushion +17.59% to flip 72 869+$399.0M
Cost of leverage+0.0007% per 8h · futures basis 4.46%+0.7% p.a.
Implied vol level27th percentile of the last 52 weeksDVOL 38.0
Nearest-expiry max pain+0.36% from spot · expiry 2026-09-2486 000
Risk-neutral downsideRND skew -0.63 · 2d to expiryP(-10%) = 1.0%
Perp open interest-2.3% d/d, in coins106 720 BTC
ETHLong gamma
Dealer gammacushion +19.82% to flip 2 265+$21.0M
Cost of leverage+0.0069% per 8h+7.6% p.a.
Implied vol level19th percentile of the last 52 weeksDVOL 52.6
Nearest-expiry max pain+0.97% from spot · expiry 2026-09-242 740
Risk-neutral downsideRND skew +0.46 · 2d to expiryP(-10%) = 0.8%
Perp open interest-0.8% d/d, in coins2 310 500 ETH

Gamma exposure by strike

Green = dealers long gamma at that strike (moves get dampened), red = short gamma (moves get amplified).

What the options market prices for the horizon

The distribution the option chain implies for that date; the solid fuchsia line is spot.

Every listed expiry

How to read this

Data is generated on a schedule from public market sources and shown as-is. Research product, not investment advice. 18+