Saxo says IBIT options are pricing smaller swings after Bitcoin’s rebound, with implied volatility at 37.4% compared with realized volatility of 45.5%.
The big product of options on Bitcoin is calming down. IBIT options — related to BlackRock's Bitcoin Cash ETF — are trading near the lowest level of implied volatility in the last 12 months, according to Saxo Bank data collected on September 23. It's a change pretty much