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๊ฐ์
April 2016
16 ํ๋ก์ ์ค 1.5M ํฌ
$ETH 1-month ATM IV: 49%
30-day realized vol: 37%
The 12.5-point premium is in the 90th percentile of readings over the past two years.
The question now: does realized volatility catch up, or does the implied premium narrow?
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