btc implied volatility
BTC Implied Volatility Drops Post-Weekly Expirations
Crypto derivatives quant trader Samneet Chepal has noted a consistent trend in Bitcoin's implied volatility (IV) following weekly expirations. According to Chepal, 80% of the time, IV experiences a drop 24 hours after Friday's 8 AM UTC expiry. He attributes this to the 'weekend effect,' where traders adapt their volatility outlooks for the weekend.
May 13: ALT Coins Give You Wings
Trade Strategy: Similar to yesterday. I've closed my long volatility trades, and will start to sell some volatility here and whenever it spikes. While implied volatility has sharply declined from 100% to 80% since Sunday, the longer-term average before the 12 March crash is around 55-60% so there's still juice to be short vol.
Volatility Rocks The Market as Altcoins Ignite Following Bitcoin’s New All-Time High Price Rally
As Bitcoin surges above $22,000 to an all-time high record, the altcoins also saw gains but the market is currently characterized by extreme volatility.
Bitcoin is Showing Great Resilience Considering the Surging 10-Year Treasury Yield
Crypto analyst and investor Joseph Young has disclosed that BTC is showing considerable resilience despite unfriendly market forces like the surging 10-year treasury yield.
Bitcoin’s Volatility has Slowed Down, according to CoinShares Chief Strategist
Despite the effects of the Covid-19 pandemic, some notable market indexes have hit record highs, making Bitcoin (BTC) appear less volatile according to CoinShares CSO.
Bitcoin Network Mining Difficulty Nears ATH as Institutional Investors Dismiss BTC Price Volatility
Bitcoin’s network mining difficulty has risen by 8.9 percent today, and is now only 4.4 percent below its all-time high.
Jul 13 Trading Analysis: Dont confuse the lack of volatility with stability
BTC has been relatively unaspiring this weekend as ALTs continue to steal the limelight with LINK, Tezos, and Defi names making good gains. For example, ChainLink has hit an all-time high over the weekend with the market pundits citing near record network usage and mainstream adoption (over 45 partners since April). Strategy: Continue to load up BTC options 8-8.5k puts,,,,,
Bitcoin’s Price Remains Stable Despite Crypto Market Crash, BTC Matures into a Less Volatile Asset
The world’s largest cryptocurrency has seen slight volatility, and has dropped back down below the $23,000 level, before gaining strength to trade at $23,172.
Sep 08 Trading Analysis: Be Long in the face of adversity...
I'm actually thinking that it could be a great opportunity to start accumulating BTC or ETH at these levels. Check these out:
Coinbase CEO Advises New Crypto Investors to Carefully Evaluate Market Risk and Crypto Volatility
As Bitcoin breaks $21,000, it may be easy for new investors to want to join the crypto bandwagon before evaluating risks associated with this asset class.
US Crypto Exchange Kraken Predicts Bitcoin Price Crash in September
US-based crypto exchange Kraken predicts the Bitcoin price will crash in September followed by a return to extreme volatility.
OKEx Adds Ether Options to Help Crypto Traders Exploit Market Volatility
Cryptocurrency exchange OKEx announced that it is adding two new services to its platform. The Malta-based exchange launched its ETH (Ether) options contracts on June 4. The exchange also announced that it will launch the EOS/USD options on June 18. The company also stated that they have placed 1000 Ether in the Ether options insurance funds to prevent any possible clawback. The exchange is one of the largest cryptocurrency trading and derivative platforms.
When China Yuan Sneezes, Bitcoin Wears a Mask
My thesis continues to be that larger accounts (i.e. whales who own > 1000 BTC) have started to liquidate (which I shared yesterday that this number have continued to decline for the past two weeks), and potentially chase/re-allocate into equities.