No matter how you measure volatility, there is no ignoring the fact that the daily moves (both realized and expected) have shrunk dramatically in the cryptocurrency space, most notably in granddaddy Bitcoin $BTC.
Here's Strazza this morning on twitter:
Implied volatility can remain muted for as long as it wants to. It's not going to expand on my schedule. But at least when we're range bound and options prices are relatively cheap, we can position ourselves further out in time to take advantage of the next big move.
That's exactly what we're going to do.
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