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Bitcoin Reclaims $90,000 as Massive Options Expiry and Whale Condor Concentrate Year-End Risks

A heavy monthly options expiry looms, with derivatives pricing and on-chain flows tempering the rebound.

Overview

  • About 153,778 BTC in options (~$13.3 billion notional) expire this week with a put‑call ratio near 0.66 and a max pain level around $102,000, per Deribit.
  • A single 20,000 BTC call‑condor on Deribit targeting $100,000–$118,000 for late December now dominates open interest at the $100k, $106k, $112k and $118k strikes.
  • Bitcoin fell roughly 35% to near $80,000–$81,000 in mid‑November and has bounced to the high $80,000s to around $90,000, yet implied volatility and put skew remain elevated.
  • Analysts say confirming a durable low would require implied volatility to ease, the term structure to return to contango, and skew to move toward neutral.
  • On‑chain data show rising large BTC deposits to exchanges and declining USDT balances, weakening buy‑side liquidity as price meets resistance around $88k–$92k and futures participation stays muted.