Options-implied probabilities are calculated by using the Block-Scholes model or other pricing models that take into account factors like current spot market price, strike price, time to expiration, volatility, and the risk-free rate. Options-based probabilities are positively correlated with implied volatility: The greater the volatility, the higher the odds of bitcoin hitting certain levels.
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Omkar Godbole
https://www.coindesk.com/markets/2024/10/25/the-popular-100k-year-end-goal-for-bitcoin-has-less-than-10-probability-in-options-market/?utm_medium=referral&utm_source=rss&utm_campaign=headlines
2024-10-25 08:25:50
