Coinbase Markets 🛡️ (@CoinbaseMarkets): $BTC Oct 30 expiry, 23 days out:
Estimated coin impact
Scores are not price-change percentages. High impact means a score of +70 or more, or -70 or less.
- BTC-8Negative
$BTC Oct 30 expiry, 23 days out: At-the-money IV: 33% 20% OTM put ($67,000): 48% 20% OTM call ($102,000): 43% Wings average ~12 vol points over the body, while puts are 5 vol points richer than calls. Is the body cheap or are the tails rich?