Data: The BTC options term structure shows that the forward IV for September 20 is 65.15
Deribit's Asia-Pacific business head, Lin, revealed data on platform X showing that the BTC options term structure indicates a forward IV of 65.15 for September 20th (interest rate cut will be announced in the early morning of the 19th), compared to a benchmark IV of 58.74; a difference of about 6.5 points; The forward IV for November 8th (U.S election day) is at 74; with a benchmark IV at 58.3; differing by approximately15.7 points.
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