According to data from The Cook Capital, BTC’s IV was around 60% at the end of November and the end of December, and the RV in the past week was 52%. Positions before the end of September accounted for 45%+ of open interest. The IV of the market may further decrease after the expiration of these holdings and the transfer of positions.
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Data: The IV of BTC was around 60% at the end of November and the end of December.
According to data from The Cook Capital, BTC’s IV was around 60% at the end of November and the end of December, and the RV in the past week was 52%. Positions before the end of September accounted for 45%+ of open interest. The IV of the market may further decrease after the expiration of these holdings and the transfer of positions.