Bitcoin and ether options implied volatility forecasts lackluster market in June: analysts

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Analysts noted, however, that a sluggish market could be caught off guard by a bullish move in ether if spot ether ETF trading begins sooner than expected.

The current levels of implied volatility for bitcoin and ether options — a measure of expected future price movement — indicate that traders expect the market to be relatively calm over the coming weeks, analysts said.

Using the Deribit Volatility Index, which measures the market's expectation of future volatility for bitcoin over the next 30 days, the Block's Data Dashboard shows that implied volatility for bitcoin has dropped significantly since mid-May.QCP Capital analysts observed the same indicators of a sluggish market, stating that "implied volatility has been absolutely crushed after the spot ether exchange-traded fund approval in spite of prevailing catalysts.

However, QCP Capital analysts added that "a sleepy market may get caught offside and our bet is on the bullish side, particularly for ether." They suggested a bullish ether move could occur if spot ether ETFs start trading earlier than expected in June.Strijers added that there are derivatives indicators that show traders are purchasing puts in order to hedge against a potential downside in the asset's price over the coming weeks.

 

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