BTC daily surface: 2W ATM IV falls 2.08 volatility points
Across the six headline tenors, ATM IV averaged -0.96 volatility points, RR25 -0.23 volatility points and BF25 -0.08 volatility points between the stored endpoints.
- ATM IV
- -0.96 vol pts
- RR25
- -0.23 vol pts
- BF25
- -0.08 vol pts