List of Flash News about ATM IV
| Time | Details |
|---|---|
|
2026-06-01 15:53 |
BTC: Deribit Index Tests $70,000 GEX Cluster
BTC hits $70,992 low on Deribit with $70,000 now the dominant GEX cluster as ATM IV holds at 30% and skew signals defensive put buying. |
|
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). |