As the Christmas holiday gradually passes and the annual delivery approaches, the Bitcoin Volatility Index Dvol has returned to above 60% after a month.
The implied volatility IV of the main term rebounded yesterday, but the realized volatility RV of the corresponding term fell instead, causing the current volatility risk premium VRP to rise to the highest level since April.
Greeks.live Gezhi pointed out that option premiums are rising as the expected arrival of ETFs gets closer.
