Asian options strategy on Deriv: trading the average

An Asian options strategy on Deriv starts from one fact: Asian Up pays when the last tick finishes above the average of the contract's ticks, and Asian Down when it finishes below. So the question to ask is whether the price will still be moving your way on the last tick. A steady climb wins Asian Up. A spike that fades can lose it, even when the price ends above where it started. This guide works through that rule with real Volatility 100 ticks, then shows how to set up the free Asians bots on BinaryTick for the read you want to trade. For the contract itself and the full list of bots, see the Asians bots guide.

The last tick against the ticks before it

The last tick is one of the ticks being averaged, so the rule comes down to something simpler: Asian Up wins when the last tick is above the average of the ticks before it, and Asian Down when it is below.

Take five real Volatility 100 ticks: 672.47, 672.71, 672.63, 672.82 and 672.61. The first four average 672.66. The last tick, 672.61, is below that, so Asian Down wins. Averaging all five gives 672.65, and the last tick is below that too. The two ways of reading it always agree.

The path matters for that reason. Deriv measures the last tick against where the price spent the contract, and the starting price counts for no more than any other tick.

Three shapes, and how each one settles

Here are three real five-tick stretches of Volatility 100, read two ways: the last tick against the first, the way a direction-only read sees them, and the last tick against the average, the way Asians settle.

A steady climb reads up both ways. Every tick sits above the ones before it, so the last one sits above their average.

A spike that fades still finishes higher than it started, so a read on direction alone calls it up. But the price spent the middle of the stretch between 672.63 and 672.82, and the last tick fell back below their average. Asian Down pays.

A dip that recovers finishes lower than it started, so a read on direction alone calls it down. But the price spent the middle of the stretch low, and the last tick climbed back above the average. Asian Up pays.

So the strategy is about momentum at the end. Buy Asian Up when you expect a rise to still be rising on the last tick, or a fall to have turned back up. Buy Asian Down for the mirror image.

5 ticks or 10 ticks

Deriv sells Asians from 5 to 10 ticks, and the payout does not change with the length: a 1 USD stake paid 1.95 USD at 5 ticks and at 10 ticks on Volatility 100 when we checked.

What changes is how many ticks the last one is measured against. At 5 ticks it is the four before it, so a short burst at the right moment is enough. At 10 ticks it is the nine before it, so the move has to hold for longer, and an early spike has more time to fade. Pick 5 ticks when you are trading a quick burst, and 10 when you expect a drift to keep going.

Does the market matter?

The payout does not. A 1 USD Asian Up paid 1.95 USD on Volatility 10, 25, 75 and 100 and on the 1s versions. Deriv offers Asians on every Volatility index, standard and 1s, and on no other synthetic index.

Two things do change. On the 1s indices a tick arrives every second instead of every 2 seconds, so a 10 tick contract settles in about 10 seconds. And each index moves by a different size of step, which matters for any setting measured in price. Asian Trend's Minimum slope is a price distance, 0.02 per tick by default, set for Volatility 100's prices. If you move it to another index, retune that number. Settings measured as a share, like Asian Drift's Minimum drift or Asian Spread's Edge position, work the same on any index.

Matching your read to a bot

Each Asians bot on BinaryTick reads one thing and buys Asian Up or Asian Down from it. All seven are free, all ship with a 5 tick contract, and all sit in the Quick entries group.

Asian Drift ships on Volatility 25; the other six on Volatility 100. Every bot explains its rule under How it works on its card, and every number it uses is under Settings.

Three setups to try

Fewer, stronger runs. Open Asian Run and raise Run needed from 3 to 4. In 1,000 Volatility 100 ticks we pulled, a run of 3 or more was under way on 238 ticks, and a run of 4 or more on 123. Each extra tick of run roughly halves how often the bot can buy, and every entry follows a longer stretch of ticks all going one way.

A longer drift. Open Asian Trend, set Duration (ticks) to 10 and Average period to 30. The longer contract matches the longer average, which reacts to a drift that has lasted rather than a few ticks. At a 15-tick average, the 0.02 Minimum slope was met on 656 of those ticks; at 30 ticks, on 480. Raise the slope to 0.03 and it drops to 290, for a bot that only buys a clearly moving average.

A flat stake on a small balance. On any of the seven, untick Use martingale, keep the Initial stake at 1 USD and set Stop loss to 9. Every trade is then 1 USD, and a win adds 0.95 USD. The small account guide explains how to size a session to your balance.

Whichever you pick, the bots stop after 4 losses in a row by default, and once the session is 10 USD up or down, unless you change those limits on the card.

Run one now

Open Asian Run and run it on your demo balance first. Its rule is the easiest to watch: a run of ticks, then a contract the same way, settled on the last tick against the average. Then try the longer drift setup on Asian Trend and compare how the two trade. For how the martingale ladder sizes each stake, see the martingale guide.