Bitcoin: IV Mean Reversion Favors 90-Day Horizon
Bitcoin implied volatility below 40 shows stronger mean-reversion over 90 days than 7 days at $62617.16 amid bearish 4h structure.
SourceAnalysis
Bitcoin implied volatility has fallen to sub-40 levels, displaying a markedly higher tendency to mean-revert over the next 90 days than the next 7 days, per @Andre_Dragosch analysis, with BTC volatility currently coiled at the lower end of its seasonal historical band.
Price action on the 4h chart shows BTC at $62617.16 testing lower Bollinger support near $62701.67 while EMA50 resistance sits at $63913.43 and EMA200 at $63699.94; the MACD death cross at -368.11 and RSI(14) of 30.37 confirm bearish momentum, indicating coiled volatility likely to expand toward its higher historical mean before any sustained directional move.
André Dragosch, PhD | Bitcoin & Macro
@Andre_DragoschEuropean Head of Research @ Bitwise - #Bitcoin - Macro - PhD in Financial History - Not investment advice - Views strictly mine - Beware of impersonators.