Delphi Digital: Market volatility may be mispriced, future trend tends to be upward

Delphi Digital stated in an article on the X platform that fundamental data shows that the current market pricing of volatility may not be accurate. Historical data shows that when the implied volatility is significantly lower than the fair value estimate and Bitcoin is at a historical high, a significant pullback usually occurs; The last similar situation occurred four days before the large-scale liquidation event in October last year. On the contrary, when implied volatility is extremely overvalued, it is usually a buying opportunity. Multiple leading indicators indicate that current volatility may be mispriced, and future trends are more inclined towards an upward trend.