onchain data bank

ETH · one expiry, whole

Contract

alpha · Deribit and Bybit, 5-minute slices · every panel below follows this expiry
venues put/call oi 24h
– – –
expiry open interest max pain, USD payout if now, USD

Through time

the price with its max pain, and four curves under it
Live
Coinbase spot · ETH-USD
–USD
Open interestETH
Gross gammaUSD per 1%
Volatility%
Premium flowUSD

Structure

implied volatility, expected move and where the open interest sits · calculated
scope ATM IV 25d skew expected move, USD gross gamma walls, USD
combined has no implied volatility of its own: two venues quote against two indices, and an average of them is a number neither shows. Gamma does add - both legs are recomputed on the reference price of the union.

Strikes

pick an expiry above
calls, ETHstrike, USDputs, ETH