iShares Bitcoin Trust
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iBIT - Weekly Volatility Snapshot

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Good Afternoon,

Here is my weekly perspective for IBIT ---

IV (48.31%) entering this week is holding in the 24th percent range for the year and has been climbing weekly from putting in new lows at the beginning of the year. We essentially have been seeing rising IV with rising price action, the best of the best. Premium increases from price action climbing and IV rising affects Vega positively increasing premium too.

Bi-weekly trends (27.64%) show a cooling off entering the week and contraction under IV, but it might not last long as there could be major macro news in the crypto world at any moment. This could be a big week on continued regression towards quarterly means (51.52%).

If this happens the range will continue to expand in my option and hold a +3.21% value per move on premium over stated IV, but weekly trends would be expanding 23.89% -- A huge move.

As always --

For those interested in volatility analysis and the application of weighted HV ranges to IV, I encourage you to BOOST and share this post, leave a comment, or follow me to join me on this journey.
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Crazy week where we saw IV Percentile melt 21% or -4.89% IV -- On Wednesday IV put in new lows and option flow pointed towards smart money longing ITM leaps 2 years out. Now read that again. I believe in BTC and will be here week in and week out dropping my weighted volatility ranges, come follow, BOOST the posts and spread the word..let's get this volatility discussion going!

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