Techub, citing a post from @CoinbaseMarkets, reported that implied volatility on Ethereum one-month at-the-money options stands at 49%, compared with 37% realized volatility over the past 30 days. The gap between the two measures is 12.5 percentage points. According to the same post, that premium ranks in the 90th percentile based on data from the past two years. The figures point to a relatively elevated pricing gap between options-implied expectations and recent realized moves in ETH, as presented in the source update.
Techub reported, citing a post from @CoinbaseMarkets, that implied volatility on Ethereum one-month at-the-money (ATM) options is 49%.
Realized volatility over the past 30 days was 37%, leaving a 12.5 percentage-point gap between the two.
Based on data from the past two years, that premium sits at the 90th percentile, according to the post.
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