Options Jive

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Bitcoin: Margin & Historical Volatility

Options Jive

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Tom and Tony take a look at brand new research on the historical volatility of Bitcoin relative to other markets we often look at.

The margin for bitcoin is extremely high at both the exchange level and firm level.

There is no implied volatility to price margin for bitcoin, so the risk is focused on historical movements. The team put together research on historical volatilities for the following markets:

  • S&P 500
  • Nasdaq - 100
  • Euro
  • Yen
  • Natural Gas
  • Crude Oil
  • Bitcoin

They found that Bitcoin's average historical volatility is often more than double the most volatile of our other markets.

This explains the high margin levels for Bitcoin.

Tune in for the full discussion.

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