Starknet STRK · perps

STRK's derivatives positioning shows a marked shift toward short dominance and reduced leverage risk. The aggregated funding rate stands at -6.13%, indicating shorts are paying longs—a structural signal of net short positioning. This bearish lean is reinforced by a liquidation imbalance of -1.00 over 24 hours, meaning shorts exclusively absorbed liquidations and longs were spared, consistent with downward price pressure. The funding percentile of 19 places current rates well below their 90-day average, suggesting shorts are not unusually aggressive by recent standards.

Open interest has contracted materially, down 12.1% over seven days and -0.7% in the past 24 hours, reflecting deleveraging across the market. With total open interest at $6.6M, positioning is modest in absolute terms. The leverage risk score of 18 is low, indicating minimal fragility in the structure of current positions. The combination of declining open interest, subdued funding levels relative to recent history, and a low risk score suggests STRK derivatives markets are in a derisked state with shorts in control but without extreme crowding or acute liquidation risk on either side.