Delphi Digital: Based on Market Pricing Patterns for Volatility, the Market Outlook Tends to Be Bullish

Odaily News Delphi Digital posted on X, stating that fundamental data indicates the current market pricing for volatility may be inaccurate. When implied volatility trades significantly below estimated fair value while Bitcoin is at historical highs, it is often followed by a significant correction. The most recent such signal was triggered last October, precisely four days before a large-scale liquidation event. The opposite is also true; historically, periods when implied volatility is extremely overvalued relative to fair value have typically been excellent buying opportunities.

Multiple leading indicators suggest that current volatility is likely mispriced by the market, and its future trend is inclined towards an upward movement.