| Mobile Web

Search results for realised volatility

Crypto

Bitcoin \'volatility bet\' put to test as options market watches Fed rate hold

With the U.S. Federal Reserve holding its policy rate, attention in the bitcoin options market is on whether elevated volatility premiums built up ahead of the decision will retreat. Analysts say if actual price moves fall short of expectations, option buyers could face heavier costs as implied volatility drops and time value erodes. Data showed implied volatility above realised volatility, suggesting the market priced in larger swings than recently observed.

Crypto

Bitcoin volatility falls below some S&P 500 stocks

Bitcoin’s volatility has recently fallen into the distribution of S&P 500 components, research showed. Grayscale said bitcoin’s realised volatility has dropped to a level comparable with S&P 500 stocks, while many large-cap shares have shown bigger price swings. Bitcoin’s 1-year volatility is 43 percent, below its 10-year average of 64 percent and 81 percent five years ago. Grayscale said bitcoin volatility is now lower than 19 percent of S&P 500 constituents.

Crypto

Solstice CEO says crypto extreme boom-and-bust cycles becoming less pronounced

The cryptocurrency market is becoming less likely to repeat the extreme surges and plunges seen in the past, a forecast said. Solstice CEO Ben Nadarewski said growing market liquidity and increasing institutional participation are reducing digital asset volatility. A report by Glassnode and asset manager Pasanara Digital said bitcoin’s one-year realised volatility fell to 43 percent from 84.4 percent, while daily spot volumes rose. Nadarewski also projected growth in Solana-based stablecoins.