TechFlow, on April 29, Lin, Head of APAC Business at Deribit, posted that the current Bitcoin Volatility Index (DVOL) is at 47.08, falling within the low volatility range, with implied volatility lower than 96.4% of the levels seen over the past year.
Lin noted that under current market conditions, investors who choose to sell Bitcoin call options expiring at the end of May with a strike price of $98,000 could achieve a coin-denominated yield of 4.2%, equivalent to an annualized yield of approximately 25.58%. Profit would be realized as long as BTC is below $102,000 (the breakeven point) at expiration.
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