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glassnode X alerts

@glassnode is a widely followed public account. Traders typically monitor this account for macro and risk-on/risk-off signals that can move indexes, rates, and FX. In the last 30 days, its content clustered around markets and macroeconomics.

Last 30 days: 16 detected posts, median alert timing 877ms, and latest detected post at Jun 19, 2026, 9:31 AM UTC. This is about 627ms slower than our ~250ms baseline.

Source profile: https://x.com/glassnode

Monitoring snapshot (last 30 days)

Detection performance profile

These values show how quickly alerts typically fire after a post appears. Use them to judge whether this account fits fast-reaction or slower confirmation strategies.

Recent detected X posts

These snippets come from recent detected posts for this handle. Each row includes post time, alert time, and measured delay.

• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 859ms delay 260 chars

  Wrap Up Implied volatility has cooled. Protection demand has normalized. Calls remain out of favor. Realized volatility exceeds implied volatility. BTC sits on a major short gamma cluster. Flow continues to favor puts. Defensive positioning persists near key s

  • volatility
  • near
  • gamma
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 288ms delay 249 chars

  Put Buying Continues to Lead Put buying dominated taker flow over the past 7 days, accounting for 28% of premium traded. Put selling followed at 26.8%, while call buying represented 24.1%. The tape continues to favor protection over upside exposure.

• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 720ms delay 248 chars

  Short Gamma Remains Dominant The largest negative gamma cluster sits at 62K, just below spot, where $1.8B of short gamma is concentrated. A move lower could accelerate a retest of 60K, where a small pocket of long gamma may help contain volatility.

  • volatility
  • gamma
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 1,006ms delay 241 chars

  Volatility Risk Premium Turns Negative 1M IV has fallen below realized volatility. Implied volatility sits near 39%, while realized volatility has risen above 42%. Recent price swings have exceeded what options markets are currently pricing.

  • volatility
  • near
  • options
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 1,370ms delay 171 chars

  Calls Continue to Lose Ground The skew index ratio compares upside IV against downside IV. Near term options continue to favor downside exposure over upside participation.

  • near
  • options
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 571ms delay 251 chars

  Protection Demand Normalizes 25D skew has eased from the extreme levels reached during the June selloff. 1 week skew has fallen from nearly 30% to 15%, with the rest of the curve also normalizing. The rush for downside protection has largely subsided.

  • eased
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 808ms delay 248 chars

  Volatility Cools From Recent Highs BTC implied volatility has eased despite price testing the Feb lows. 1 week IV has fallen from 60% to 35%, with the rest of the curve also drifting lower. The market is pricing less uncertainty than two weeks ago.

  • volatility
  • market
  • price
• Posted: Jun 19, 2026, 9:31 AM UTC Detected: Jun 19, 2026, 9:31 AM UTC 1,137ms delay 172 chars

  BTC is back at a major support zone as price tests the February lows. Here's what BTC options data reveals about positioning, volatility, and sentiment beneath the surface.

  • volatility
  • options
  • price

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