Data: BTC Option Term Structure Shows 9/20 Forward IV at 65.15
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September 16, 2024
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PANews reported on September 16th that Deribit's Asia Pacific Business Head, Lin, disclosed data on X platform showing that the BTC option term structure indicates a forward IV of 65.15 for September 20th (an interest rate cut announcement will be made in the early morning of the 19th). This is compared to a marked IV of 58.74, a difference of around 6.5 points. For November 8th (the US election on the 5th), the forward IV is 74, compared to a marked IV of 58.3, a difference of 15.7.
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