According to @glassnode, the 1-week volatility risk premium in crypto options remains positive by roughly 10 vols, favoring volatility sellers (source: @glassnode). According to @glassnode, the spread between implied and realized volatility has compressed as realized volatility rises, falling from about 24 vols three days ago to around 10 vols now (source: @glassnode). According to @glassnode, this indicates implied volatility remains above realized on a 1-week basis but with a significantly smaller margin than earlier this week (source: @glassnode).

According to @QCompounding, the stock market’s roughly 10% annual long-term return comes at the cost of enduring crashes, corrections, and multi‑year periods that feel like failure, highlighting the volatility risk premium traders must withstand. Source: @QCompounding on X, Dec 25, 2025. For trading, this implies preparing for sizable drawdowns via disciplined position sizing, ample liquidity buffers, and time horizons that can absorb prolonged underperformance—principles that also guide risk-on exposure, including crypto. Source: @QCompounding on X, Dec 25, 2025.

According to @glassnode, the 1-week volatility risk premium has remained positive since the latest FOMC, indicating implied volatility is above realized volatility and supporting carry from short-volatility positioning. source: @glassnode on Dec 19, 2025, glassno.de/4oZhPhj This regime favors volatility sellers as IV continues to compress into year-end, with hedging flows helping keep realized moves contained. source: @glassnode on Dec 19, 2025, glassno.de/4oZhPhj