$ETH options flow — 2026-06-09
alpha micro-digest
deribit eth options recap. 2026-06-09.
put/call oi ratio 0.53, calls dominate open interest. put/call volume ratio 1.42, puts dominated today's flow. bearish volume skew against a heavy call oi base.
nearest expiry 10jun26. max-pain at $1,675, about 2.5% below spot of $1,718. atm iv at 58.9%.
falsifiable line: if spot stays above $1,718 into expiry, dealer hedging from the put-heavy volume flips from gamma-shorting to gamma-long. that accelerates any squeeze above max-pain.
canonical cta: more at falsifylab.com
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