After the Bitcoin halving, the implied volatility of BTC and ETH dropped rapidly, and BTC Dvol hit a new low since March
According to Mars Finance news, according to data disclosed by GreeksLive macro researchers on the . On the one hand, the stagnant market has caused the market’s realized volatility RV to drop significantly, suppressing the implied volatility IV from the pricing side.
On the other hand, there was a certain wait-and-see attitude towards the margin released by the quarterly large delivery before the halving. As the market gradually stabilized before and after the halving, the continued selling by large investors further reduced volatility expectations. Historically, BTC has entered a period of price weakness starting from mid-April. If you are desperate, selling call options in May is very cost-effective.
Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
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