Greeks.live researcher: The volatility of the crypto market will not be too large before the end of the US election
2024-10-16 03:08
Odaily News Greeks.live macro researcher Adam YuX wrote that the US election is approaching, and all statistical channels show that Trump is leading in the competition, but the US election is still uncertain. Datalab options data shows that the IV of BTC's at-the-money options in the election week is 57%, while the IV of the at-the-money options in the week before the election is only 47%. The market has given a 10% IV difference for the election. The current term structure also illustrates an implicit market view: the market will not fluctuate too much before the end of the election. Market trading volume also illustrates this point. Even if the rally this week is good, big investors are unwilling to bet on continued gains.
