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Derivatives

Term Structure

What Is Term Structure?

The curve showing futures contract prices across different expiration dates. Shows the relationship between spot price and forward delivery prices at various maturities.

How to Interpret

Contango (upward sloping) = bullish baseline, markets expect prices to rise. Backwardation (downward sloping) = bearish or indicating spot demand outpacing futures.

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More Derivatives Metrics

Funding Rates

Periodic payments between long and short traders in perpetual futures contracts. Positive rates mean longs pay shorts; negative rates mean shorts pay longs. Keeps perpetual prices anchored to spot.

Options Open Interest

The total number of outstanding Bitcoin options contracts. Shows the total notional value of calls and puts across exchanges like Deribit, CME, and others.

Spot Volume CVD

Cumulative Volume Delta for spot markets — the running total of the difference between taker buy and taker sell volume on exchanges.

Liquidations

The forced closing of leveraged positions when margin requirements are not met. Liquidation data shows the dollar value and direction (long vs short) of liquidated positions.

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