BTC Options Show Significant IV Differences Ahead Of Key Dates

According to PANews, Deribit's Asia-Pacific Business Head, Lin, revealed data on the X platform indicating notable differences in implied volatility (IV) for BTC options ahead of significant dates. The data shows that for September 20 (with an interest rate cut announcement expected in the early hours of September 19), the forward IV stands at 65.15, compared to a marked IV of 58.74, a difference of approximately 6.5 points. For November 8 (coinciding with the U.S. elections on November 5), the forward IV is 74, while the marked IV is 58.3, a difference of 15.7 points.