Coinbase Markets 🛡️ (@CoinbaseMarkets): $BTC options are once again leaning toward downside convexity.
Estimated coin impact
Scores are not price-change percentages. High impact means a score of +70 or more, or -70 or less.
- BTC-35Negative
$BTC options are once again leaning toward downside convexity. At the 1m 25Δ point, puts trade 1.9 vol points above comparable calls, a 53rd percentile reading. Is 1.9 vol points a fair price for that asymmetry heading into the FOMC?