TCR 37: Taking A Deep Dive Into Crypto Analytics with Skew

HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP

CRYPTO HOT SEAT SEGMENT

• Guest: Emmanuel Goh, co-founder of skew
• It seems like a lot has happened since your last appearance on March 25. Congratulations on raising new funding. You also bought skew.com.
• What's new on the analytics side?
• What are the most popular analytics at skew these days?
• We have been using the platform for a while and we're still finding new things. Tell us about the spreads tab, liquidity tab and the heat maps.
• Have you seen a big uptick in interest since the worm turned in Q1?
• Will you offer a premium offering in the future?
• Is data the end game for profitability?
• And more...

BITCOIN BREAKDOWN SEGMENT

• QUIETER WEEK FOR CRYPTO - ALMOST UNCHD ON THE WEEK. DOWN ABOUT $65. ONLY ABOUT $450 RANGE

BTC VOLATILITY

• 30 DAY REALIZED: UNCHD AT 75.5%

BTC OPTIONS VOLUME ON DERIBIT

• MILD VOLUME WEEK

OPTIONS TRADES OVER THE PAST WEEK

• MARCH CALL VERTICAL?
• MARCH 12000/16000 CALL SPREAD - PAPER BOUGHT?

BTC VOL TERM STRUCTURE

• FAR LESS BACKWARD THAN LAST WEEK

BTC CALL/PUT RATIO

• BACK UP TO 64.3% FROM 40%
• CALLS BACK IN CHARGE

BTC OPEN INTEREST

• KEEPS GROWING
• UP TO $555M FROM $514M

CME BTC FUTURES

• LIGHT VOLUME DAY/WEEK

THE ALTCOIN UNIVERSE SEGMENT

• ETH: UP $8 THIS WEEK
• XRP - ALMOST EXACTLY UNCHD - WHAT'S NEXT IN THE SECURITIES CASE AGAINST RIPPLE OVER XRP
• LTC - UP APPROX. $5 FROM LAST WEEK
• BITCOIN CASH - DOWN APPROX. $25 FROM LAST WEEK

CRYPTO QUESTIONS SEGMENT

• QUESTION FROM ELLIOT: Does skew offer metrics from bitmex options or only deribit?
• QUESTION FROM BGTFG: Does sk3w have bakkt data?
• QUESTION FROM TALSO: Best place for altcoin stats and analytics?
• QUESTION FROM 560L: If bitcoin eventually becomes the alternate currency that everyone hopes do you think the skew will line up like the S&P 500 skew? Funds will sell calls and buy puts in large numbers. Thank you for this fine program. We need more content on crypto derivatives out there.