Data: The Bitcoin Volatility Index fell to 57.01 yesterday, with a daily decrease of 1.08%

2024-10-20 20:22:55

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ChainCatcher message, the BitVol (Bitcoin Volatility) Index launched by the financial index company T3 Index in collaboration with the options trading platform LedgerX dropped to 57.01 yesterday, a decrease of 1.08% in a single day.

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 that is reverse-engineered using the B-S option pricing formula, substituting the actual option prices and other parameters except for volatility σ into the formula.

The actual prices of options are formed through 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 of the true volatility at that time.

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