Pro traders avoid Bitcoin longs while cautiously watching DXY strengthen

Published at: March 8, 2021

Bitcoin (BTC) price might have re-established $50,000 as a support, but the optimism of professional traders is nowhere near the levels seen before the 26% drop to $43,000 on Feb. 28. 

The current scenario is far from bearish, but derivatives indicators do not reflect the substantial purchases from institutional clients, including Microstrategy, Meitu, and most recently, Aker ASA, a Norweigian oil conglomerate.

The longer Bitcoin stays above a certain threshold, the more confident investors get. For example, the last daily close below $45,000 was 28 days ago. Therefore it might take a couple of weeks until a more robust support level is created. For this reason, pro traders might not be comfortable with adding long positions as the U.S. Treasury yields and the dollar are on the rise.

Regardless of the reasons behind BTC's current comfort level near $50,000, the price correction that followed the $58,300 all-time high caused massive liquidations, which partially explains the recent lack of bullishness from pro traders.

This price drop caused $3.6 billion long future contracts to liquidate from Feb. 21 to Feb. 25, and abrupt moves like these hold a considerable impact on arbitrage trades as whales and market makers are forced to add collateral (margin).

The futures premium held very healthy levels

Basis is also frequently referred to as the futures premium, and it measures the premium of longer-term futures contracts to the current spot market levels.

The fixed-month contracts usually trade at a slight premium, indicating that sellers request more money to withhold settlement longer. On healthy markets, futures should trade at a 10% or more annualized premium, otherwise known as contango.

Whenever this indicator fades or turns negative, this is an alarming red flag. This situation is known as backwardation and indicates that the market is turning bearish.

The above chart shows that the indicator peaked at 35% on Feb. 17 as Bitcoin surpassed the $50,000 resistance. Nevertheless, it has kept above 16% during the entire correction down to $43,000.

Considering the 16% interest rate offered on stablecoin deposits at platforms like Yearn.finance, Aave, and Curve, one can assume that professional traders are neither bullish or bearish on Bitcoin right now.

The options skew moved from bullish to neutral

To clarify the status of the trend, investors should look at the Bitcoin options markets. Call options allow the buyer to acquire BTC at a fixed price on contract expiry. On the other hand, put options provide insurance for buyers and protect against BTC price drops.

Whenever market makers and professional traders are leaning bullish, they will demand a higher premium on call (buy) options. This trend will cause a negative 25% delta skew indicator.

The negative 10% delta skew seen until Feb. 21 signaled a higher premium for upside protection and was considered bullish. On the other hand, the recent negative 5% indicator is deemed neutral as the premium on both call and put options is roughly balanced.

Some will say the glass is half full, as the recent BTC price recovery wasn't enough to spark interest from arbitrage desks and professional traders. Still, this skeptical view leaves room for upside surprise when those whales finally give in for the institutional buyers' appetite.

Either way, the fact that the derivatives markets held up surprisingly well during the recent 26% drop to test $43,000 is a positive outcome.

The views and opinions expressed here are solely those of the author and do not necessarily reflect the views of Cointelegraph. Every investment and trading move involves risk. You should conduct your own research when making a decision.

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