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IBIT options price smaller swings after Bitcoin rebound

Saxo Bank data cited by Cointelegraph shows IBIT implied volatility at 37.4%, below its 45.5% realized volatility over the prior 20 trading sessions.

Reported · Written up by our desk · Market Structure

Options on BlackRock’s iShares Bitcoin Trust, IBIT, are pricing smaller expected moves following Bitcoin’s rebound, according to Saxo Bank’s analysis of options data dated Sept. 23, as described by Cointelegraph.

Cointelegraph reports that Saxo investment and options strategist Koen Hoorelbeke said IBIT’s implied volatility was 37.4%, while realized volatility was 45.5% over the 20 trading sessions through Tuesday.

Based on Wednesday’s data, Hoorelbeke’s analysis also placed IBIT’s implied volatility rank at 11.9, indicating the measure was near the bottom of its 12-month range, according to Cointelegraph.

Latest closeBitcoin $83,939.68 ▼0.5%

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