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ETH $2,491.60 -0.15%
BNB $752.63 +1.58%
XRP $1.43 +2.14%
SOL $103.78 -0.38%
TRX $0.3391 +1.59%
DOGE $0.0903 +0.22%
ADA $0.2246 +1.53%
BCH $257.45 -1.21%
LINK $12.69 -2.09%
HYPE $83.88 -1.61%
AAVE $129.38 -2.34%
SUI $0.8222 +0.16%
XLM $0.1904 -0.48%
ZEC $1,178.34 +0.69%

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

2025-11-24 11:41:44

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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