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PraxisVeritas.io
@praxisveritas
The implied volatility premium in ETH vs. BTC options is about as high as it has been since the Deribit DVOL data became available. Previous periods of similar magnitude ETH relative vol premia occurred in May 2021 and Aug 2022 around significant market turning points. Some of what is happening today has to do with the pronounced divergence in crypto and BTC vol, which has remained relatively low compared to the sharp increase in traditional markets.
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