implied vs realized volatility Flash News List | Blockchain.News
Flash News List

List of Flash News about implied vs realized volatility

Time Details
2026-01-09
14:45
Crypto Options 1-Week Volatility Risk Premium Compresses to ~10 Vols from 24 in 3 Days, Still Favoring Vol Sellers

According to @glassnode, the 1-week volatility risk premium in crypto options remains positive by roughly 10 vols, favoring volatility sellers (source: @glassnode). According to @glassnode, the spread between implied and realized volatility has compressed as realized volatility rises, falling from about 24 vols three days ago to around 10 vols now (source: @glassnode). According to @glassnode, this indicates implied volatility remains above realized on a 1-week basis but with a significantly smaller margin than earlier this week (source: @glassnode).

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