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#夏日创作营 Bitcoin’s “volatility storm” may be coming, and the market could face a new round of turbulence
Market analysts warn traders to closely watch Bitcoin’s potential “volatility storm” in the near term—periods where volatility rapidly spikes. Such events are often accompanied by price declines. This warning is mainly based on the trend of Bitcoin’s 30-day implied volatility index (BVIV). BVIV is often seen as the crypto market’s version of the “fear index” (VIX), and its movements are influenced by options demand. Options are derivatives that investors use to hedge the risk of extreme market volatility; when demand is higher, implied volatility is typically higher, and vice versa.
Currently, BVIV is hovering in the 34%-38% range. Historical data shows that this zone has repeatedly become a key level before volatility erupts, after which Bitcoin prices often see pullbacks. While past performance does not guarantee future repetition, the market generally believes volatility has a mean-reverting tendency.
Under normal circumstances, after a low-volatility phase, volatility amplification is likely to follow, while a high-volatility phase may gradually return to stability.
Market analysts warn traders to closely monitor Bitcoin’s potential “volatility storm” in the near term—periods marked by a rapid spike in volatility. Such events are often accompanied by price declines. The warning is mainly based on the trend of Bitcoin’s 30-day implied volatility index (BVIV). BVIV is commonly seen as the crypto market’s “fear index” (VIX), and its movements are influenced by options demand.
As derivatives that investors use to hedge the risk of extreme market volatility, higher options demand typically corresponds to higher implied volatility, and vice versa.
At present, BVIV is hovering in the 34%-38% range. Historical data shows that this zone has repeatedly become a key point before volatility erupts, after which Bitcoin prices often pull back. While past performance does not guarantee a repeat in the future, the market generally believes that volatility has a mean-reverting tendency.
In normal circumstances, after a low-volatility phase, volatility amplification is likely to follow, while a high-volatility phase may gradually return to stability.