Block Scholes Report Shows Surging Volatility in Bitcoin and Ethereum Options

Block Scholes, a platform for news, analysis, and research, has published a new report highlighting a significant increase in the implied volatility levels of Bitcoin and Ethereum options across different expiration dates. This surge is particularly pronounced in short-term options, indicating heightened uncertainty in the near term.

Analysts note a clear bias towards out-of-the-money put options for both Bitcoin and Ethereum in the derivatives market. As spot prices struggle to recover from recent declines, this trend suggests a strengthening bearish outlook for the short term. Some aggressive traders may be looking to buy call options expiring at the end of September, when the uncertainty is expected to subside.