Options Skew Turns Bearish: BTC and ETH Risk Reversals Signal Demand for Downside Protection Ahead of CPI

BTC and ETH options skew turned bearish as 25-delta risk reversals traded negative; traders seek protection ahead of CPI, raising downside risk for crypto.

Bitcoin and Ethereum are showing bullish price structures on spot charts, but options markets are flashing caution. Short-dated 25-delta risk reversals for both assets have traded negative, meaning traders are paying a premium for puts over calls — a classic sign of demand for downside protection ahead of key U.S. inflation data.

The technical picture is mixed. On the upside, bitcoin has put in an inverse head-and-shoulders breakout, a structure that can point toward a move higher — the market is eyeing a run to around $120,000 after recent strength. At the same time, the S&P 500 e-mini futures daily chart has formed a rising wedge, a consolidation pattern whose converging trendlines often resolve as a pullback or reversal. Because crypto tends to track broader risk sentiment, a sharp slide in equities could quickly cap gains in digital assets.

Macro catalysts matter: the U.S. Consumer Price Index (CPI) for August is due this week. The median forecast (FactSet) is a 2.9% year-over-year increase — a level above the Fed’s 2% target that could reawaken inflation concerns. A hotter-than-expected print, combined with recent labor-market softness, raises the odds of stagflation fears and would likely increase demand for protective puts across risk assets.

Options-flow data (sourced via Amberdata) shows the 25-delta risk reversal skew negative out to December expiries on Deribit-listed BTC and ETH contracts. Practically, that means buyers are paying up to hedge downside rather than buying calls for asymmetric upside exposure. Market-watchers including Imran Lakha and OTC desk notes from Paradigm point to institutional hedging as a key driver — large, long-term participants are using puts to protect positions.

Altcoins are split. XRP sits inside a descending triangle and the Ichimoku cloud, implying consolidation and uncertainty until a clear breakout occurs. DOGE, by contrast, has reclaimed a bullish trendline and moved above its Ichimoku cloud, which could invite a test of July highs—unless equity weakness drags risk appetite lower.

Takeaway: Technical setups on spot charts remain constructive for some coins, but options skew and the S&P rising wedge point to elevated downside risk ahead of CPI. Traders should consider hedges, position sizing, and the possibility that equity volatility could quickly cap crypto gains.

Source: CoinDesk. Read the original coverage for full details.

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