The Bitcoin Volatility Index Dvol is back above 60% after a month as the Christmas holiday ends and annual delivery gets closer.
While the major term IV rallied today, the corresponding term RV fell instead, causing the current volatility risk premium(VRP) to rise to its highest level since April.
Option premiums are rising as the expected arrival of ETFs draws closer.
While the major term IV rallied today, the corresponding term RV fell instead, causing the current volatility risk premium(VRP) to rise to its highest level since April.
Option premiums are rising as the expected arrival of ETFs draws closer.