Coinbase Assets 🛡️|9月 08, 2026 15:53
bitcoin:native September 25 expiry, 17 days out:
At-the-money IV: 37%
20% OTM put ($62k): 55%
20% OTM call ($94k): 46%
Wings average ~13 vol points over the body, while puts are 9 vol points richer than calls.
Is the body cheap or are the tails rich? (Coinbase Assets 🛡️)
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