IBIT Options Signal Subdued Volatility After Bitcoin Rebound
Expected volatility for IBIT was near the low end of its yearly range, according to Saxo Bank’s analysis of Sept. 23 options data.
Options pricing for IBIT pointed to relatively subdued expectations for price swings following Bitcoin’s rebound.
Saxo Bank’s analysis of options data from Sept. 23 placed IBIT’s expected volatility close to the bottom of its range over the preceding 12 months.
The reading reflects volatility expectations embedded in options prices, rather than a forecast of whether IBIT will rise or fall.
Source: Cointelegraph
