Quick Take
Glassnode describes “Implied Volatility” as the market’s forecast of price fluctuations. When we know the cost of an option, we can calculate the anticipated volatility of the asset it represents. To put it formally, implied volatility (IV) represents the expected range of an asset’s price movement over a year, within one standard deviation.
By tracking At-The-Money (ATM) Implied Volatility (IV) over a period of time, we can gain a standardized perspective on the expected volatility, which typically varies with actual volatility and the mood of the market. This measurement displays the ATM IV for options contracts due to expire one month from the current date.
In recent weeks, there has been a wave of positivity within the Bitcoin community, largely driven by the introduction of spot Exchange-Traded Funds (ETFs). Importantly, the second quarter closing price of Bitcoin saw a 7% increase, finishing over the $30,000 mark.
According to data analysis by
We współpracy z: https://cryptoslate.com/insights/navigating-the-bitcoin-surge-a-deep-dive-into-implied-volatility/
