Market expectations for volatility are even higher than during t
After several days of sustained declines, BTC realized volatility has risen sharply again, and all major term IVs have reached their highest levels in almost a year.
Market expectations for volatility are even higher than during the record highs, and looking at the market data, this is mainly due to the significantly higher prices of short-term put options.
Currently the options skew has returned to a neutral state from a significant skew, puts and calls with equal terms are back to parity, and the fomo sentiment from this year's surge has disappeared.
Market expectations for volatility are even higher than during the record highs, and looking at the market data, this is mainly due to the significantly higher prices of short-term put options.
Currently the options skew has returned to a neutral state from a significant skew, puts and calls with equal terms are back to parity, and the fomo sentiment from this year's surge has disappeared.