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The current IV implied volatility of BTC is 53.43, and the volatility risk premium has returned to positive value again

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2024-09-16 10:29:53
Lin Chen, head of Asia Pacific commerce at Deribit, said in a post that the current IV implied volatility of BTC is 53.43, and the current historical volatility is 45.8. The risk premium of volatility (implied volatility - historical volatility) is 7.95, which is back to positive value again. Corresponding to major events such as interest rate cuts and the US election, BTC's IV is not high.