Block Scholes Research

Block Scholes Research

Finally A Move Higher In BTC Vol?

Short-tenor BTC implied volatility has jumped significantly amidst the spot price selloff. 7-day ATM IV for BTC options breached 40%, coinciding with BTC’s local bottom of $109K.

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Andrew Melville
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Thahbib Rahman
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Tazmina
Aug 26, 2025
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