Deribit options price Bitcoin volatility at 38.3% versus 20.2% realized
- —DVOL at 12:00 UTC Tuesday was 38.28 versus 38.17 a day earlier
- —Realized volatility: 20.2% over 14 days, 28.9% over 30 days
- —DVOL of 38.3% implies a $72,500–$90,400 range over 30 days
- —October 30 expiry holds 148,585 BTC in open interest, put/call ratio 0.50
Why it matters: An 18-point premium over realized volatility is either a gift to option sellers or a warning that a sharp move is coming.
Source: CryptoTicker