Volatility for Bitcoin is at all-time lows

13 באוג׳ 2023

Both historical (30 days) and implied volatility for Bitcoins is at all-time low levels.
It seems like trades waiting for news about crypto ETFs approvals.
It might make sense to buy straddle/strangle to put a market neutral positions expecting big move and increase in volatility in Q4/2023.

Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting.
This post and/or the script don’t provide any financial advice.