Bitcoin 30-day implied volatility drops to around 42%, hitting a three-month low

Odaily Planet Daily reported that a Bitfinex report indicates Bitcoin's 30-day implied volatility (IV) has fallen to around 42%, hitting a three-month low and significantly down from the peak of approximately 56% seen between January and February 2026. Additionally, the market has recorded negative funding rates for 26 consecutive days, coupled with declining option prices, forming a clear structural asymmetry. If Bitcoin's spot price effectively breaks above the short-term holder realized price level of $80,100, the cost of holding short positions will increase significantly. However, the current options market has not fully priced in this scenario, and call options may be systematically undervalued.