Bitcoin options IV-RV gap of 9.2 points is not a directional signal
- —7-day BTC implied volatility at 36.1% vs 26.9% realized, a 9.2-point gap
- —ATM IV rose to 36.52% from 32.0% a week earlier, nearing the 30-day 37.02%
- —30-day 25-delta skew at -4.64 vol points, in line with the 52-week median
- —Block Scholes: 7-day IV fell after 82% of 45 FOMC decisions since 2021, median drop 4 points
Why it matters: The IV-RV gap offers no directional read on BTC, and downside protection demand looks normal, suggesting options are pricing uncertainty rather than a trend.
Source: TokenPost