Data: The Bitcoin Volatility Index dropped to 65.84 yesterday, with a daily decline of 6.46%

2024-04-25 18:03:06

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ChainCatcher message, the BitVol (Bitcoin Volatility) index launched by the financial index company T3 Index in collaboration with the Bitcoin options trading platform LedgerX dropped to 65.84 yesterday, a daily decline of 6.46%.

The BitVol index measures the 30-day expected implied volatility derived from the prices of tradable Bitcoin options. Implied volatility refers to the volatility implied by the actual option prices. It is the volatility derived using the B-S option pricing formula by inputting the actual option price and other parameters except for the volatility σ into the formula.

The actual price of options is formed by the competition among numerous options traders; therefore, implied volatility represents the market participants' views and expectations about the future of the market, and is thus considered the closest approximation to the true volatility at that time.

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