Bitcoin's $5.8B Quarterly Options Expiry May Spark Market Swings, Deribit Says

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Omkar Godbole is a Co-Managing Editor on CoinDesk's Markets team.

A notable amount of bitcoin and ether open interest is set to expire"in-the-money" on Friday, setting stage for price swings, Deribit's Luuk Strijers said.BTC's max pain level of $59,000 may weigh over prices, analyst at Presto Research said.market may get busy in the next two days as options contracts worth several billion dollars are due to expire Friday at 08:00 UTC, cryptocurrency exchange Deribit told CoinDesk in a message Wednesday.

Of the total bitcoin open interest of $5.8 billion, about 20% was"in-the-money" or having favorable strike prices compared to the cryptocurrency's going market rate. A similar positioning is seen in ether options. For call options, being in-the-money means having a strike price lower than the going market rate, while it's the other way around for ITM puts. Both allow holders to exercise their right to buy or sell profitably, setting the stage for market volatility.

Rollover of positions means closing existing traders in the upcoming expiry and opening new ones in the subsequent expiries to extend the holding period. Profit-making positions are often rolled over as seasoned traders prefer to let winners run.Activity is likely to remain robust in months ahead, as the U.S. SEC's decision to green light"One of the largest potential drivers is the options on ETFs.

 

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