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PraxisVeritas.io
@praxisveritas
Surprisingly Subdued Implied Volatility in BTC and ETH Options Despite the significant drawdown from highs reached around year-end 2024, one surprising feature of crypto options markets has been persistent and unusually low implied volatility. Over this period, Deribit implied vol indices for BTC and ETH have generally remained below realized volatility (<1 in the charts below). We don't have too much history here, but periods of price correction tend to feature upside pressure in the volatility risk premium. Today, these might be the first signs of new buyers emerging, with exposure expressed via options tamping down implied vol spikes.
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