Greeks.live: BTC options data shows market expectations for limited volatility before the U.S. election

ChainCatcher news, Greeks.live researcher Adam posted on social media that as the U.S. election approaches, various statistical channels show Trump leading in the competition, but there remains significant uncertainty surrounding the U.S. election.

Datalab options data shows that the at-the-money implied volatility (IV) for BTC during election week is 57%, while the at-the-money IV for the week before the election is only 47%, indicating a 10% IV differential for the election.

The current term structure also reflects an implied market view: the market does not expect significant volatility before the election concludes. Market trading volume supports this, as even with a good upward trend this week, large players are reluctant to bet on further increases.