Bitcoin options show volatility gap before Fed decision

Community Trust Score Verified 92 % Real Verified 26 votes Updated 6 minutes ago Bitcoin option prices embed a 9.2-volatility-point premium over recent realized price action, according to an Oct. 26 snapshot from derivatives analytics provider Laevitas. The data shows a seven-day implied volatility of 36.1% against a seven-day realized volatility of 26.9%, a gap that positions option buyers ahead of the Federal Reserve’s decision scheduled for 2 p.m. Eastern today. Laevitas reported its seven-day at-the-money implied volatility reading at 36.5%, an increase from 32% recorded one week earlier.