On October 22nd, the BitVol (Bitcoin Volatility) index launched by financial index company T3 Index in collaboration with Bitcoin options trading platform LedgerX dropped to 47.93, a decrease of 0.35% in one day. BlockBeats note: The BitVol index measures the expected implied volatility of 30 days from tradable Bitcoin option prices. Implied volatility refers to the volatility implied by the actual option price. It uses the B-S option pricing formula to calculate the volatility by inputting the actual option price and other parameters except for the volatility σ. The actual price of the option is formed by many option traders competing, so the implied volatility represents the market participants' views and expectations of the future market and is considered the closest to the actual volatility at that time.
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