ATM IV Flash News List | Blockchain.News
Flash News List

List of Flash News about ATM IV

Time Details
2025-12-12
11:56
FOMC Aftermath: ATM Implied Volatility Compresses Across 1W–6M as Market De-Prices Uncertainty and Options Price Smaller Moves

According to @glassnode, post-FOMC at-the-money implied volatility has already compressed across 1-week through 6-month maturities, meaning options are pricing smaller expected moves and tighter ranges (source: @glassnode). Per @glassnode, with the policy catalyst now behind, the market is de-pricing uncertainty across the term structure, signaling reduced event risk being priced (source: @glassnode).

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