BTC Implied Volatility and Skew : 28 May 2018

in #prameshtyagi6 years ago

Below are the observations:

  1. Implied volatility for call options and put options is same
  2. In general implied volatilities are higher for 32 days expiry options then for 4 days expiry options
  3. And implied volatility curves show typical smiley behavior

It is suggestive that options player on deribit are expecting normal price movement of BTC driven by news and fundamentals but not driven by oversold or overbought extreme.

For Details about it pls refer to first post on this topic BTC implied Volatility Skew and Ratio - A good Indicator

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