Bitcoin's Unique Volatility Profile in Focus as VIX and MOVE Spike

Apr 22, 2024 · Bitcoin's Unique Volatility Profile in Focus as VIX and MOVE Spike Bitcoin's implied or expected volatility remains positively correlated with its price as traditional market …

65%
OFF

Wall Street's Fear Gauge VIX Points To Local Bitcoin Bottom

2 weeks from now

Dec 19, 2024 · The third biggest spike happened on Aug. 5, 2024, during the Yen carry trade unwind, when the VIX jumped 65%. On that occasion, bitcoin dropped 6% to hit a local bottom …

coindesk.com

74%
OFF

VIX's Second-Largest Spike In History Indicates A Local Bottom For ...

2 weeks from now

Dec 19, 2024 · The second-largest spike in the VIX occurred on Dec. 18, registering a 74% increase. The third biggest spike happened on Aug. 5, 2024, during the Yen carry trade …

tradingview.com

94%
OFF

Bitcoin's Unique Volatility Profile In Focus As VIX And MOVE Spike

2 weeks from now

Apr 22, 2024 · The MOVE index, which measures expected volatility in U.S. Treasury notes, has increased from 94% to 111% alongside a decline in bond prices (and an uptick in yields). The …

cryptonews.net

FAQs about Bitcoin's Unique Volatility Profile in Focus as VIX and MOVE Spike Coupon?

Will a rise in move weigh on Bitcoin?

BTC's implied volatility index, DVOL, has recently declined, maintaining a positive correlation with the cryptocurrency's price. Stock and bond market volatility indices, VIX and MOVE, have ticked higher amid risk aversion. A continued rise in MOVE may weigh over bitcoin, one analyst said. ...

Does bitcoin's implied volatility affect its price?

Bitcoin's implied or expected volatility remains positively correlated with its price as traditional market fear gauges spike amid broad-based risk aversion. BTC's implied volatility index, DVOL, has recently declined, maintaining a positive correlation with the cryptocurrency's price. ...

What is bitcoin volatility index (bvin)?

Data from CryptoCompare shows the Bitcoin Volatility Index (BVIN), which measures the implied or expected volatility over the next 30 days, has remained flat of late near the lower end of its three-month range of 60 to 100. Implied volatility is often equated with the degree of uncertainty or anxiety in the market. ...

Why is Bitcoin's BTC price reversing after a week of unstoppable rally?

Bitcoin's { {BTC}} price has recently corrected after weeks of unstoppable rally, tracking weakness in U.S. stocks and bonds. BTC's pullback again stands out, exhibiting little fear or panic compared to stocks and bond markets, where expected or implied volatility indices, often called fear gauges, witnessed notable spikes. ...

Why is Bitcoin not participating in global volatility repricing?

Bitcoin's lack of participation in global volatility repricing is reminiscent of the pre-March 2020 days when traditional investors took little interest in digital assets, leaving the crypto market in its own world. Bitcoin only evolved as a macro asset after the crash of March 2020, with BVIN typically closely tracking movements in VIX ever since. ...

How resilient is the bitcoin market?

The bitcoin (BTC) market is showing an uncanny resilience in the face of renewed investor anxiety on Wall Street. Data from CryptoCompare shows the Bitcoin Volatility Index (BVIN), which measures the implied or expected volatility over the next 30 days, has remained flat of late near the lower end of its three-month range of 60 to 100. ...