The implied volatility of BTC and ETH fell rapidly after the BTC halving, and BTC Dvol hit a new low since March
2024-04-24 14:06:54
Adam, a macro researcher at GreeksLive, said on the X platform that the implied volatility of BTC and ETH fell rapidly after the BTC halving, and the representative BTC Dvol fell from 75% to 65%, hitting a new low since March. On the one hand, the stagnant market caused the market to realize a significant decrease in volatility RV, which suppressed implied volatility IV from the pricing side. On the other hand, the margin released by the quarterly delivery had a certain wait-and-see mood before the halving. As the market gradually stabilized before and after the halving, large investors continued to sell further depressed volatility expectations. Historically, BTC has entered a period of price weakness since mid-April. Looking at the sword, the call option sold in May is now very cost-effective.
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