Key Bitcoin Options’ Fear ‘Indicator Reflects Traders’ Regulatory Concerns



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After 46 consecutive days of trading above $ 42,000, the price of Bitcoin (BTC) started showing weakness on September 21. Over the past three days, the cumulative 13% loss was enough to wipe out the hard-earned gains added since August 6. also show that the previous bearish cycle took 79 days to regain the all-important level of $ 42,000.

Traders’ attention has turned to the start of the US Federal Reserve’s monetary meeting, where the financial authority is expected to say whether it will cut the $ 120 billion monthly asset buyback stimulus package. Oddly, as all of this is unfolding, Chinese equity markets, as measured by the iShares MSCI China ETF ($ MCHI), rebounded 1% on September 21.

Is China Really Behind the Recent Correction?

The apparent disconnect between Bitcoin’s performance and the slight recovery in global markets has made investors question whether cryptocurrency regulation is playing a role in the current bearish scenario.

Today, US Securities and Commission (SEC) Chairman Gary Gensler spoke to the Washington Post and during the interview called for stable instruments to be used on ” casino gaming tables “.

As attorney Grant Gulovsen noted, the looming shadow of regulation is expected to have a bearish impact in the short term, and investors in any market hate uncertainties about which products and services will be permitted.

Bitcoin price in USD on Coinbase. Source: TradingView

Notice how crucial the $ 42,000 level was in determining the end of the mini-bear cycle that would have been initiated by Elon Musk’s remarks on the use of Bitcoin mining energy on May 12.

To effectively measure how professional traders assess the risk of a further price collapse, investors should monitor the 25% delta asymmetry, which compares similar call (buy) and sell (sell) options side by side. next to. It will turn positive when the premium of protective put options is higher than that of similar risk calls.

A bias indicator ranging between -7% and + 7% is generally considered neutral. On the flip side, the metric moves above this range whenever downside protection is more expensive, usually an indicator of “fear”.

Deribit Bitcoin options 25% delta skew. Source: Laevitas

As noted above, Bitcoin options traders have been neutral since July 25, when the indicator fell below the 7% threshold. However, recent price action has caused short-term options traders to enter “fear” mode after the metric hits 9%.

Related: US Treasury Department Sanctions Crypto Broker OTC Suex For Alleged Role In Facilitating Transactions For Ransomware Attacks

Options markets confirm investor lack of conviction

To exclude the externalities specific to this option instrument, it is also necessary to analyze the perpetual futures markets.

Unlike regular monthly contracts, perpetual futures prices are very similar to regular spot exchanges. This feature makes life much easier for retail traders, as they no longer need to calculate the term premium or manually roll over positions close to expiration.

The finance rate was introduced to balance the exposure of the stock market and it is charged by buyers (buyers) when they ask for more leverage. However, when the situation reverses and the shorts (sellers) are over-leveraged, the finance rate becomes negative, so they are the ones who pay the costs.

8-hour USDT / USD margin futures finance rate Bitcoin. Source: Bybt

The chart above shows that Bitcoin’s funding rate has consistently shifted to the negative side, although it is not sustainable or relevant. For example, a 0.05% rate billed every 8 hours equals 1% per week, which shouldn’t force any derivatives trader to close their position.

Therefore, the options market data validates the indicator of “fear” coming from the positive 25% bias of delta options. There is a lack of conviction on the part of buyers using derivatives markets, which is likely related to recent negative regulatory concerns. The latest victim of regulatory pressure came from Coinbase Exchange’s decision to avoid plans to offer a crypto lending program.

The views and opinions expressed here are solely those of the author and do not necessarily reflect the views of Cointelegraph. Every investment and trade move involves risk. You should do your own research before making a decision.