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ETH $1,867.04 +1.30%
BNB $570.97 +0.63%
XRP $1.09 +0.57%
SOL $76.03 +0.98%
TRX $0.3256 +0.99%
DOGE $0.0725 -0.14%
ADA $0.1679 -0.20%
BCH $219.60 +0.30%
LINK $8.36 +1.03%
HYPE $60.90 +1.75%
AAVE $89.95 +0.54%
SUI $0.7442 +0.52%
XLM $0.1875 +1.37%
ZEC $559.41 +1.88%

Matrixport: Bitcoin implied volatility and skew indicate rising market risk aversion

2025-11-24 11:41:44
Collection

Matrixport released a chart today stating, "In the past week, the implied volatility skew of Bitcoin options has further weakened. The short-term skew widened from about -3.5% last week to -10.6%, indicating a significant increase in short-term downside hedging demand; the long-end skew decreased from about -0.2% to -1.9%, reflecting a more pessimistic pricing of longer-term tail risks. From the perspective of option pricing, the market's pricing of downside risks has increased over the past week, evident in both short-term options and contracts expiring next year. The current implied volatility has risen to about 58%, corresponding to a higher near-term downside risk premium and a more cautious medium-term outlook compared to a week ago, indicating that the market does not view this round of volatility as a one-off shock."

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