Monday, November 23, 2020

Key Bitcoin and Ethereum options metrics show traders are wildly bullish

Ethereum price is now the center of attention but options data shows pro traders are still wildly bullish on Bitcoin price.

In the last few days, Bitcoin (BTC) price has underperformed Ether (ETH) by almost 20%. Even though BTC seems to be struggling to break the $18,800 barrier, both cryptocurrencies display the same bullishness according to derivatives markets data.

BTC/USD and ETH/USD at Bitstamp. Source: Digital Assets Data

Ether is entering a parabolic rally as its Eth2 network launch progresses, and this optimism is reflected in the options markets. Despite the lack of similar price action from BTC, Bitcoin traders seem unfazed, and data shows they are still wildly bullish.

Futures contracts for Ether and BTC are still bullish

Analyzing the basis indicator is a useful procedure as it compares the futures contracts level to the current price at regular spot exchanges.

Healthy markets usually display a 5% to 10% annualized basis, in a situation known as contango. On the other hand, futures trading with a discount usually occurs during heavily bearish markets.

ETH 1-month future contract premium. Source: Skew

The Ether futures basis has been ranging between 10% and 20%, indicating bullish expectations. Instead of leaving Ether at a derivatives exchange, the seller would rather utilize them for staking. Therefore, it is only natural to demand a premium for the trade.

BTC 1-month future contract premium. Source: Skew

The BTC futures premium has been behaving similarly, despite today's lackluster negative performance. Had traders given up expectations of a continuous bull run, this indicator would have moved below 10% annualized.

There's only one reason why a trader pays such a hefty premium on a futures contract, and the reason is bullishness. This indicator can be interpreted as a tax to carry leveraged long positions.

Option traders are unwilling to open bearish positions

Viewing the 25 delta skew also provides useful insight into the sentiment and stance of pro traders.

A positive 25% delta skew indicates that put (sell) options cost more than similar call (buy) options, signaling bearish sentiment. On the other hand, a negative skew suggests bullishness.

The indicator usually oscillates between -20% to +20% in neutral markets, although it hasn't been the case for Ether over the past weeks.

ETH 3-month futures contracts 25% delta skew. Source: Skew

Take notice how the Ether futures basis touched extreme optimism levels on Nov. 21, which is highly unusual.

This data suggests that options traders are unwilling to sell upside protection. At -20%, the skew indicator signals that derivative investors remain bullish despite the 28% rally over the past seven days.

One should expect BTC options traders to be slightly less optimistic after today's negative performance, but that hasn't been the case.

BTC 3-month futures contracts 25% delta skew. Source: Skew

Data shows that BTC option traders are presently remarkably optimistic, regardless of how difficult the last couple of days have been. Thus, there is no indication of a shift in sentiment coming from derivatives markets.

Although there are multiple ways to read the same chart according to technical analysis, BTC hasn't precisely been transpiring optimism.

BTC/USD 2-hour chart. Source: TradingView

Traders that prefer shorter time frames might have a bearish interpretation of the recent price action. Meanwhile, professional investors know how unpredictable BTC markets are. Therefore they are not ready to reduce their positive expectations at a whim.

For now, there seems to be no reason to doubt Bitcoin's positive momentum. Even though Ether has outperformed it, traders are exhibiting the same confidence in both cryptocurrencies.

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



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