Bitcoin’s 30-Day Implied Volatility Tops 14-Day Realized Reading
Photo: TokenPost
Bitcoin (BTC) options carried a higher annualized volatility reading on Oct. 20 than a measure of recent trading, though the two readings cover different periods ahead of the monthly options expiry. Deribit’s DVOL index stood at 38.28% at 8 a.m. ET (12:00 UTC). A calculation using 14 days of Deribit perpetual futures daily closes put realized volatility at 20.2% annualized. The readings differ by about 18 percentage points. DVOL measures the magnitude of price variation implied by options over a 30-day horizon. Realized volatility measures price changes that have already occurred.
Source: TokenPost
