List of Flash News about options term structure
Time | Details |
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2025-08-15 10:20 |
Bitcoin (BTC) 6M/1M Implied Volatility Ratio Near 96.8th Percentile — Only 3.2% of Days Higher, Flagging Medium-Term Macro Risk
According to @glassnode, Bitcoin’s 6M/1M implied volatility ratio is elevated with only 3.2% of days showing higher readings. According to @glassnode, options markets are increasingly pricing medium-term uncertainty, indicating rising concern about structural or macro risks. According to @glassnode, the elevated ratio means six-month BTC options are priced with higher implied volatility relative to one-month options, highlighting a steepening options term structure that traders track for risk management. |
2024-08-23 04:33 |
Impact of Jackson Hole on Bitcoin Options Term Structure
According to Greeks.live, the Jackson Hole symposium is causing a slight kink in the options term structure for Bitcoin. This implies that traders are adjusting their strategies in anticipation of potential market-moving information that could be released during the event. |
2024-08-23 04:33 |
Impact of Jackson Hole on Bitcoin Options Term Structure
According to Greeks.live, the Jackson Hole symposium is causing a slight distortion in the options term structure for Bitcoin. This annual economic policy symposium, often attended by central bankers and financial market participants, can influence market expectations and volatility, thereby affecting Bitcoin's options pricing. |