PANews reported on September 16 that Lin, head of Asia Pacific business at Deribit, disclosed data on the X platform showing that the BTC option term structure showed that the forward IV on September 20 (the rate cut will be announced in the early morning of the 19th) was 65.15, while the marked IV was 58.74, a difference of about 6.5 points; on November 8 (the US election on the 5th), the forward IV was 74, and the marked IV was 58.3, a difference of 15.7.
Data: BTC options term structure shows forward IV is 65.15 on September 20
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