Bitcoin options IV seen too low after BTC gains $10K in four days
September 23, 2026, 12:45 PM
Greeks.live researcher Adam said Bitcoin rose $10,000 in four days, yet options implied volatility has remained around 35%, suggesting the market’s volatility expectations are too low relative to the price move. According to a chart Adam shared, implied volatility for at-the-money options with strike prices near the current BTC price was mostly in the mid-30% range for short-dated contracts, while longer-dated contracts were priced higher, with June contracts next year at around 40%.Leave the first comment
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