Block Scholes Research

Block Scholes Research

A Temporary Bounce

Yesterday's bounce in crypto spot prices proved to be a temporary one with BTC once more retesting the $111K level and ETH trading below $4,000. ETH's term structure of volatility has re-inverted after a temporary disinversion

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Andrew Melville
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Tazmina
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Thahbib Rahman
Oct 14, 2025
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