Bitcoin's price surged to $72,000, yet implied volatility (IV) for major term options continued to decline, even for those nearing expiration. The skew, influenced by the price increase, saw a reduction in negative bias. Despite the rise in realized volatility (RV), the volatility risk premium (VRP) that rebounded yesterday has fallen again. The market's reaction to Bitcoin breaking the $70K mark appears to alleviate concerns over potential black swan events rather than indicating expectations of sustained price increases.
Bitcoin Surges to $72K Amid Market Volatility
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