Matrixport’s analysis, as of November 24th, indicates that Bitcoin’s implied volatility skew has weakened further, signaling rising risk aversion in the market.
The short-term skew for Bitcoin options has expanded significantly, reflecting increased demand for downside hedging.
Conversely, the long-term skew has decreased, mirroring a pessimistic view on longer-term risks.
Current implied volatility for Bitcoin stands at approximately 58%, suggesting increased downside risk premiums.
Leave a Reply