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Report archive · 24.08.2026

INDICIA Radar

Case No. 20260824 · 24.08.2026

No illusions today: whale walls stacked on one strikeand our own forecast that didn't come true.

Case № 20260824 · 24.08.2026 08:20 UTC · BTC $77,112 / ETH $2,444

analysis: Fable 5 by Anthropic on our own archive since February

📅YESTERDAY

The code closed no new verdicts today: the three scenarios from 22.08 live until 13:03 UTC — the next cut will score them; the three from 23.08 stay open until 25.08. From the conclusions scored against spot history: yesterday's "risk tilt down" was NOT confirmed — BTC +1.1%, the fall didn't come. A week ago "risk tilt up" was confirmed: BTC +20.7%. Full review at the bottom.

THE GIST

• Hyperliquid whales hold their short frame — a net BTC tilt of $327M into short — and the daily flow in both coins turned BACK into short, against the weekly drift toward long.
• Deribit option whales spent the same day building UP: October calls bought, September downside insurance removed — the two arenas split, and the code marks BTC "DIVERGENCE".
• Tomorrow's expiry is a rare one: max pain, put wall and call wall have converged on a single strike right at spot — the level and the contracts are in the full version.
• Fragility eased a touch: 51 overleveraged wallets against 52 yesterday, two of them close to a margin call.
• The longs' payment is weakening: BTC funding in the daily snapshot +0.0047% against +0.0097% yesterday.
• 📊 Our Polygon — Pendulum: standing position, +$1,074 on the day, +$6,567 in total since 11.05.
• 📊 Our Polygon — signals: best Dust Strategy V2 +$93k at a 5% win rate · worst Wheel Trail V8 −$7k. Table at the bottom.

🐋WHALES: WHAT CHANGED — three arenas

Futures (Hyperliquid). Whales stand short BTC 2.7 times deeper than they're long: $523.1M against $196.3M.

Over the week the book drifted toward long ($22M), but the last day alone gave $54M back into short — the daily move has turned against the weekly direction.

ETH tells the same story, softer: the short is 1.7 times deeper, the weekly shift was $123M toward long, and the last day took $15M of it back into short.

The fuel has thinned slightly: 51 overleveraged wallets against 52 yesterday, two close to a margin call; no forced closures over the day.

Options (Deribit). Two separate positions. Quiet accumulation: in BTC someone is quietly collecting puts at two strikes under the market and calls just above it; in ETH the biggest pile of the book is September puts at a single strike, with calls above the market next to them. Blocks over the day: in BTC — October calls bought, a direct position for a rise; a September put sold — downside insurance being taken off; and a financed entry into both tails for March. In ETH — three call spreads for September. Strikes, expiries and sizes are in the full version. The rest of the ETH tape is the crowd: 2,965 small trades, no whale visible in them.

Money (the Hyperliquid border, 7 days, $250k threshold). A negative week: $207.17M came in, $319.18M went out — a net $112.01M left the exchange. The cash is mostly rotation: 93% of the withdrawn USDC settled on exchange deposit addresses. Coins move differently — BTC, ETH and SOL leave through Unit for players' own wallets, past the exchanges; to whom, and in what tranches — in the full version.

This is positioning, not a direction forecast.


🧭CROSS-CHECK — four camps of witnesses

What the options market says. This is where you see what insurance against a price move costs. It costs less than the market actually moves, on both sides: the Deribit option premium over realized movement is negative — −0.5 points in BTC and −2.6 in ETH — though over the day insurance has started to get slightly dearer. This camp is silent: protection is cheap in both directions; options say nothing about the side of the move.

What the futures say. When there are more longs, they pay the shorts — that payment is called funding. The payment is positive on both venues: BTC on Hyperliquid +0.019% in 8-hour equivalent against +0.010% on Binance, though the daily snapshot shows the long pressure weakening. This contradicts the whales: the long side of the perps is still paying — the flow stands against their short.

What the crowd is doing. These are retail accounts on Bybit perps — the camp opposite the top Hyperliquid wallets. The gap with the whales in BTC stands at +25.9 points and has barely moved in three days — only the 23rd percentile of the month; in ETH the move is also far from the event threshold. Retail is moderately long: 53% in BTC. This camp is silent: the gap is structural, there is no event in it.

Any signs of stress. We check whether anyone is being forced out. Among the top Hyperliquid whales there were no forced closures over the day; on OKX swaps the day produced only 5% of the week's volume ($932k against $19.9M) — an even background, no acceleration. This camp is silent: there are no forced resolutions.

Cross-check in sum: the futures testify against the whales' short, the other camps are silent — which is exactly why the arena divergence is today's main news. This is positioning, not a direction forecast.


🌡ALTSEASON — the classic and our barometer

The classic index prints 39.8 out of 100 (90-day window, 211 alts): the bitcoin-season zone, unchanged on the day.

Our barometer (Hyperliquid perps): alts hold 43.7% of open interest, hot funding sits in 9.8% of perps against 8.3% yesterday — the payment is warming slightly.

Retail in the top-10 alts is 66.3% long — hottest in DOGE (76.2%) and XRP (74.9%).

Whales the opposite: the long share of their $1.33bn in alts is 33.6% against 32.5% yesterday. Whales are structurally short in alts at all times — the signal lives in the CHANGE of the gap, and it has been narrowing for a third day straight. Full table: indiciadesk.com/en/altseason


⚖️VERDICT OF THE DAY

Continuation ⟳. The whales' short frame on the perps is intact, but the two sources of measurement have split: the daily futures flow turned back into short while the option whales built upward — the code marks BTC "DIVERGENCE": perps 🔴, options 🟢. Add tomorrow's expiry, where the magnet and both walls stand on a single strike right at spot — the structure is the same, the tension inside it is new.

Forecasts over the week (the code counts): 15 closed — 5 confirmed · 2 partial · 3 not confirmed · 5 cancelled at the boundary; six open.

What this does NOT mean: neither a whale reversal nor a direction for price. The daily add to short can be margin management, not a view; and three levels meeting on one strike is a magnet for expiry day only, not a prophecy.


💎SCENARIOS

(this is how we weigh the odds — not a promise; trigger and cancellation levels are in the full version)
• The expiry pin holds the corridor — 45%
• Burn-up through the short fuel — 30%
• Drop into the long-fuel band — 25%
Horizon — two days, to 26.08.

🔒 In today's full RADAR: the ETH short carrying the deepest paper loss in the whole book — who holds it and where its close-out boundary sits · the structure of the day — BTC calls bought for October: strike, expiry and size inside.
ANALYST access → indiciadesk.com/en/agent

💎DEEP

🔒WHALES IN DETAIL

Portraits of the day (Hyperliquid, snapshot 06:16 UTC). The top of both books is held by one signature — and the paper losses there are already eight-figure.

Two BTC shorts at 5×. The first — $95.2M from $65,312, uPnL −$14.88M, liquidation $126,664 (+64% from spot); trimmed slightly over the week. The second — $93.2M from $67,171, uPnL −$12.34M, liquidation $134,293 (+73%); added over the week. Low leverage, distant boundaries — nobody is cutting the loss.

The turncoat at 10×. A $62.2M short from $77,437 — a week ago it stood the other side; over the day it cut 41.9 BTC. uPnL near zero, liquidation $87,921 — only +14% from spot, the nearest boundary at the top of the BTC book. The account, $10.1M, is an order of magnitude smaller than the position (self-signed "VBVIT" — not identification).

A short at 20×. $54.2M from $73,973, uPnL −$2.41M, liquidation $143,161 (+85%) — also flipped from long within the week. Against the book stands a $35.0M long at 21× from $77,352 (self-signed "CamassKirby5595").

ETH's poles. The deepest loss in the entire book — a $115.1M short at 5× from $2,064: uPnL −$18.34M, liquidation $3,889 (+58%). Next to it a $99.9M short with the same signature (−$14.00M) and a $74.6M short at 15× (−$14.39M). On the other side — a $74.9M long at 25× (+$2.25M), a $61.9M long at 20× from $2,071 with +$9.70M that didn't exist a week ago, and the biggest gain in the book: a $49.1M long at 4× with +$10.39M. A $49.4M short at 15× cut 1,636 ETH over the day.

🔬Who they are. Both 5× BTC shorts and the two biggest ETH shorts — Abraxas Capital Mgmt (Heka Funds): the four biggest shorts of the two books are held by one fund. The 20× BTC short and the $74.6M ETH short — Fasanara Capital. The 25× ETH long — Machi Big Brother. The ETH short that's cutting — Wintermute. "VBVIT" and "CamassKirby5595" are self-labels, not identification; the biggest gain in the book is an address with no public label.

Blocks over the day (our registry, venue — Deribit). BTC: on 30OCT bought 300× call $95,000 — a direct position for a rise; on 25SEP sold 400× put $70,000 — downside insurance being taken off; on 26MAR a 450-contract combo — bought 150× put $50,000 and 150× call $120,000, paid for with sold 75× puts $74,000 and 75× calls $82,000: a financed entry into both tails. ETH: on 11SEP three call spreads $2,800/$3,200 — 2,000, 2,000 and 800 contracts. Market-maker anchor strength ≈ $196.1M (the sign is an estimate, and it shifts).

Cases in play (our registry, Deribit).
Case №546 · strangle ETH $1,000/$4,000 on 7,500 contracts to 25.06.2027. A put bought far below and a call far above — a position for a big move in either direction; entered at spot $1,806, day 50 in play today.
$1 000$4 000спот$5.7M−$530k

Профіль виплат на експірацію 2027-06-25. Кит заплатив $530k премії. Беззбитковість: $859 і $4 141.

Case №692 · call diagonal ETH $1,900/$2,100 on 6,400 contracts (24.07.2026–28.08.2026). Both strikes sit deep below spot — the market has outgrown a structure opened at spot $1,886; day 42, the far leg lives until 28.08.
$1 900$2 100спот$661k−$21k
Профіль виплат на експірацію 2026-07-24. Кит отримав $21k премії. Беззбитковості в показаному діапазоні немає.

Exited early: №529 a bear call spread BTC closed 22.08 (OI −40%, price +23.6%) · №705 a multi-leg BTC closed 14.08 (OI −43%, price −3.2%). Settled: №943 a sold ETH condor, thesis "vol_up", price +25.1%+$19k · №938 a two-leg ETH block, price +26.9%+$5k.

The quiet build (ΔOI over 7d, Deribit, off-block).
BTC  $75,000 puts   +4,676  (10 expiries)
     $70,000 puts   +4,650  (11 expiries)
     $78,000 calls  +4,604  (12 expiries)
ETH  $2,100 puts   +35,871  (76% on 25SEP26)
     $2,600 calls  +21,449
     $2,800 calls  +19,580
The biggest pile in the book — ETH $2,100 puts for September: the build is in its third day. A separate signature in the tape: the BTC $53,000 put on 28AUG was being methodically SOLD — 770 contracts across 55 trades, all one way.

🔬Money by address (the Hyperliquid border, 7 days, $250k threshold). The week's biggest deposits — three tranches of $10.00M USDC each through arbitrum to a single private wallet: tranches to one address are one player. The cash withdrawal is rotation: $251.52M of the $270.29M settled on exchange deposit addresses; the week's three biggest withdrawals ($9.92M, $6.04M and $5.17M USDC) carry the Coinbase Deposit label. Coins disperse to players past the exchanges: BTC$22.01M of the $24.11M withdrawn, ETH$9.67M to players, SOL — $6.99M.


🔒THE WEEK'S DYNAMICS 🔬

BTC whale flow over 7 days shifted $22M toward long, but the daily $54M into short knocked the weekly direction over for the second time in a row; in ETH the weekly $123M toward long against a daily $15M back — the same picture, softer.

The gamma frame (our calculation, build_gex): BTC in positive regime, gamma flip $63,771 — deep under the market; the frame's walls are the $80,000 call wall and the $60,000 put wall. ETH is positive too: call wall $2,500, put wall $2,100, the flip undefined.

The price of vol (hourly history since February): BTC on the 2-day tenor sits at the 73rd percentile against the 69th yesterday — short protection is getting dearer; the monthly tenor is only the 54th. ETH: 2-day 81st, monthly 51st.

Changing of the guard. Abraxas Capital Mgmt holds the four biggest shorts of both books — over the week it added in ETH and trimmed slightly in BTC. Wintermute is cutting ETH (−1,636 over the day). The self-signed "VBVIT" flipped from long to short within the week and is already trimming. The unlabelled ETH long with the book's biggest gain didn't exist a week ago — a build is under way on the long side. Fragility: 51 wallets against 52 yesterday, two close to a margin call.


🔒CROSS-CHECK IN DETAIL

Max pain and the MM corridor (Deribit). The market makers' break-even corridor in BTC is $75,000–79,500: spot $77,112 sits in the middle, max pain $77,500 — right at it. By our study an exact match of price and max pain happens only about a third of the time — a marker, not a prophecy (indiciadesk.com/en/docket).

Unique today. On tomorrow's 25.08 expiry, max pain, the put wall and the call wall stand on ONE strike, $77,500: put wall 301 contracts, call wall 335, and the Deribit and Bybit books agree. Across the whole BTC book the walls are the same — put wall $77,500 (322 contracts) and call wall $77,500 (339): the book has compressed to a single level. September 25.09 is different: max pain $70,000, put wall $60,000 (5,549), call wall $70,000 (11,308).

ETH: the corridor is $2,340–2,540, max pain $2,440 at spot $2,444 — right at it as well. On 25.08 max pain is $2,440 (Bybit nearby at $2,450), the day's walls — put $2,000 (1,490) and call $2,480 (1,964). On 25.09 the put wall $2,100 (30,894) — the very strike being quietly stacked — and the call wall $3,000 (32,288).

PCR in time (Deribit). BTC put/call: month 0.44, week 0.56, now 0.59 — downside protection has been building for a month. ETH is calmer: 0.52 both a month and a week ago, now 0.56. The Bybit options book (tenors up to 30 days) is noticeably heavier in puts: BTC 1.09 against 0.74 on Deribit, ETH 1.26 against 0.82 — whose it is we don't know, so we hang no labels on it.

The priced move and the stress test. Options price BTC at ±2.3% per day and ±6.0% per week; ETH ±3.1% and ±8.2%. At −2% ($75,726) BTC is still inside positive MM gamma — a pullback gets bought back; at +2% ($78,817) price is still under the $80,000 call wall. ETH stays within the same bounds both ways: positive gamma below, the $2,500 call wall above.

Gamma and fuel. The vacuum above BTC$82,000–84,000 (2.4% from spot): no market-maker hedge there, a break moves fast; thin below at $71,000–72,000. The cascade map (Hyperliquid, snapshot 08:16 UTC): $16.1M of long fuel in the $73,291–75,605 band, $46.1M of short fuel in $78,691–81,005 — three times more fuel above the market: a bigger RANGE of move for the same push, not a higher PROBABILITY. In ETH the bands are nearly empty on both sides. Options underprice this cascade: there is $689.5M of fuel in the system, and protection costs less than the market actually moves.


💎SCENARIOS IN DETAIL

(this is how we weigh the odds — not a promise; the code will compute the verdict from spot history)
The expiry pin holds the corridor — 45% · ⏱ two days, to 26.08 · BTC stays inside $75,000–79,500 — the MM break-even corridor · cancellation level: a touch of $73,300.
Burn-up through the short fuel — 30% · ⏱ two days, to 26.08 · trigger: a touch of $80,000 — entry into the short-fuel band $78,691–81,005 · cancellation level: a touch of $74,500.
Drop into the long-fuel band — 25% · ⏱ two days, to 26.08 · trigger: a touch of $73,300 — below the $73,291–75,605 band · cancellation level: a touch of $80,000.

🔭WHAT TO WATCH

💠 The 25.08 expiry settlement: max pain and both walls on one strike, $77,500 — whether the book holds price near it.
🔬 Four shorts of one fund with a combined $59M paper loss — keeps adding or starts cutting · the ETH $2,100 September puts — whether the quiet build continues · fragility at 51 wallets — rising or falling · the 10× BTC short with a close-out boundary +14% from spot.

🆓TAIL

📊POLYGON

(our own signals at real prices, not a backtest)

Pendulum · Wheel — standing position: +$1,074 on the day · +$6,567 in total · counted since 11.05.2026.

Top-5 signals ($1,000 per signal; "total" is the sum of all trades):
signal                     trades  win rate     last     total  since
Dust Strategy V2               37        5%  −$1,125  +$92,969  21.03
Dust Strategy V1               31       10%  −$1,125  +$37,031  20.03
Skew 2.0 V2                    30       40%    −$822  +$12,844  26.05
Volatility Convergence V3      16       44%    −$634   +$7,614  26.05
Skew 2.0 V1                    33       39%    −$378   +$5,934  26.05
Deepest in the red: Wheel Trail V8 −$7,088, V6 −$6,081 and V7 −$4,060 — a family of reversal signals against a market that has walked one way for weeks. The mirror at the top: the most profitable signal, Dust Strategy V2, wins only 5% of its 37 trades. Win rate isn't money.

📅REVIEW OF PREVIOUS CONCLUSIONS (verdicts are computed by code from spot history)

The code closed no new verdicts today. Open: the three scenarios from 22.08 — "The corridor holds under the upper edge" (45%), "Burn-up through the short fuel" (30%), "Drop into the $71–72k vacuum" (25%) — their term runs out today at 13:03 UTC; and the three from 23.08 — "The expiry magnet holds the corridor" (45%), "Burn-up through the short fuel" (30%), "Drop below the put wall into the fuel zone" (25%) — open until 25.08, 15:11 UTC.

What the code counted on the conclusions: yesterday's "risk tilt down" — BTC +1.1%, the fall didn't come: NOT confirmed. A week ago the system saw a "risk tilt up" — BTC +20.7%: confirmed.

Over the week 15 scenarios were closed: 5 confirmed · 2 partial · 3 not confirmed · 5 cancelled at the boundary. A third of scenarios die at the cancellation level — which is exactly why we publish the boundary together with the scenario, not after the fact.

We also count what doesn't work (our registry since February): the type range_BTC came true in only 37% of 152 cases — worse than a coin toss, so we don't use it on its own.


📏Scale calibrator (three numbers about the same protection — they measure different things)

What protection costs. Our fear and greed index — 73 out of 100, greed (BTC 68 · ETH 77). We compute it from the price of volatility and the option skew on Deribit, not from news — which is why it diverges from the well-known index.
Cheap or expensive for this market itself. On the 2-day tenor BTC sits at the 73rd percentile of our hourly history since February, ETH at the 81st: short protection is in the upper quarter of the scale.
Which way protection tilts. Skew 25-delta: BTC −0.7 — balanced; ETH −2.8 — calls dearer than puts: the market pays for taking part in the move up, not for protection against a fall. Terms: indiciadesk.com/en/glossary/

Not investment advice and not a recommendation to trade. Derivatives trading carries a high risk of loss; INDICIA DESK is a research publisher, not a licensed adviser under MAS, the SEC or the FCA — decisions and their consequences are yours.

Radar is assembled automatically from live Deribit / Hyperliquid / OKX data · time-stamped snapshot. A journal of the system's decisions, not investment advice. © 2026 INDICIA DESK.

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