Ether options traders pay up for volatility the market hasn't delivered
- —One-month ATM implied volatility for ETH is 49%, 30-day realized is 37%
- —The 12.5-point gap ranks in the 90th percentile over two years
- —ATM IV held near 49.7–50.0% on Bybit and Binance on October 22
- —Realized volatility ran around 32% in mid-October
Why it matters: Wide implied-versus-realized gaps rarely persist: either realized volatility catches up or the options premium compresses.
Source: Crypto Briefing
More on this
Markets · Oct 17Deribit options price 51% annual ETH volatility, implying $2,050–$2,756 range
Markets · Oct 18BTC, ETH, XRP Recover From Flash Crash as Traders Brace for Monday Volatility
Markets · Oct 19Ether options signal growing downside fears while Bitcoin holds firm, Block Scholes says