Cryptocurrency options exchange Deribit will launch bitcoin volatility futures. Futures tied to Deribit’s forward-looking Bitcoin Volatility Index (DVOL) will be listed on Deribit starting in late March under the ticker symbol BTCDVOL, according to Deribit Chief Commercial Officer Luuk Strijers.
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Launched in early 2021, DVOL measures Bitcoin’s 30-day implied volatility and is calculated using Deribit’s options order book. Implied volatility refers to the options market’s expectations for price volatility over a given period.
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