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Does History Suggest Price Volatility for BTC Ahead?
📊 Does History Suggest Price Volatility for BTC Ahead?...The BitMEX 30-day Historical Volatility Index, also known as the BVOL Index, measures the rolling 30-...day annualized volatility of Bitcoin....High BVOL values indicate increased price volatility for BTC....Historically, when the BVOL falls below 25, a major spike in BTC price volatility tends to follow.
3 Min
Macro & Markets
Oct 2022
It's All Just Volatility
“In Times Of Crisis, Correlations Go To 1” Quarter 2 draws to a horrendous close as the seemingly ever-worsening macro […]...
9 Min
Macro & Markets
Jun 2022
Market Musings - New Year, More Volatility
Market Musings Markets have been extremely choppy and volatile over the last several weeks....Elevated volatility to the downside....perhaps the catalyst is already here, with the DeepSeek AI commotion from last week sending even more volatile...This uncertainty has manifested itself with the choppy and volatile price action that we’ve seen across...
13 Min
Macro & Markets
Jan 2025
DeFiant In The Face of Volatility
But it’s during these periods of extreme volatility the robustness and resilience of DEXs became even...which usually provides LPs with hyper capital efficiency, were relatively ineffective as extreme market volatility...Volatile markets also opened the door for MEV opportunities.  ...
6 Min
AMM
May 2022
BTC Volatility Contracts as Market Awaits Clarity
Following an attack, Aave has temporarily suspended markets for assets with low liquidity and high volatility...Today, we take a look at a volatility-based indicator for BTC and our Research team examines how electrical...passed a governance vote to temporarily freeze markets on v2 for assets with low liquidity and high volatility...
4 Min
Macro & Markets
Nov 2022
Volatility, Order Flow, & the Inelastic Market Hypothesis
Key Takeaways Why does the stock market exhibit so much volatility?...The trading activity of these market participants contributes to the volatility of prices....This volatility is ENTIRELY separate from any kind of fundamental volatility....It appears as though trading volatility is a much larger component of total volatility when compared...
24 Min
Macro & Markets
Nov 2022
Embracing Bitcoin's Volatility
Much has been made of bitcoin’s price volatility, especially among traditional investors who still hesitate...But I believe the volatility argument is a bit tired and long overdue for reevaluation....They WANT volatility....It is capturing the mind share of millennials and Gen Zers alike specifically because it IS volatile,...and volatility makes it exciting.
4 Min
Macro & Markets
Jan 2021
Arrakis's Growth, Wolf Game Returns, DeFi in Volatility
DeFiant In The Face of Volatility [Excerpt from a Delphi Pro Report] The recent UST depeg and LUNA’s...But it’s during these periods of extreme volatility the robustness and resilience of DEXs became even...exchanges remained fully operational, virtual AMM Drift Protocol halted operations amidst extreme market volatility...
6 Min
Vaults
May 2022
Market Volatility and Resilient OHMies
Implied volatility, which is the volatility with which the market prices options, has been declining...Since price is now trending in a particular direction (down), the market isn’t considered volatile....BTC’s volatility would increase if it starts a fresh leg up towards the range high or if price falls...
5 Min
DeFi
Jul 2021
Embracing Bitcoin's Volatility
Key Takeaways Bitcoin is capturing the mind share of younger generations because of its volatility and...But I believe the volatility argument is a bit tired and long overdue for reevaluation....They WANT volatility....It is capturing the mind share of millennials and Gen Zers alike specifically because it IS volatile,...and volatility makes it exciting.
5 Min
Macro & Markets
Jan 2021
Deleveraging, Volatility, & Mixed Market Signals
Deleveraging Wave Sparks Downside Volatility After a swift run up to new highs, BTC has stumbled in...under-reports liquidation data as Binance’s API now only publishes one liquidation per second (during volatility...tends to be the best quarter of the year for BTC and crypto by a sizable margin… …and this week’s volatility...
17 Min
Spot Exchange
Nov 2021
Avatar Frenzy, ETH Volatility & A DeFi Ecosystem Snapshot
ith EIP-1559 going live today, a weak "sell the news" event played out right before the US session. NFTs continue their run. Over 1,700 ETH has been burnt at the time of writing this report....
3 Min
DeFi
Aug 2021
An Update on Crypto Market Structure: Leverage and Volatility
This pushed short-term volatility (10 day realized vol) higher, and the options market reflected that...
4 Min
DeFi
Aug 2021
Options Prices, Market Volatility, and DeFi's Top Dogs
Key Takeaways Implied volatility for various durations of BTC options have fallen over the past week...Implied volatility, as the name suggests, is not a measure of actual volatility....Thus, lower implied volatility means options are being priced with less volatility, which further indicates...’s volatility to revert and decline from here.
4 Min
DeFi
Jun 2021
Embracing Bitcoin Volatility, The DeFi-NFT Symbiosis, DEX Aggregator Wars: The Delphi Debrief
Embracing Bitcoin’s Volatility by Kevin Kelly Get The Full Daily For Free!...They WANT volatility. Bitcoin is capturing the mind share of these investors.
3 Min
DeFi
Jan 2021
Bitcoin Keeps Cool Amid Week's Volatile Headlines
[pdf-embedder url=”http://cdn.delphidigital.io/uploads/2020/07/Macro-Bitcoin-Keeps-Cool-Amid-Weeks-Volatile-Headlines...-10-14-2019.pdf” title=”Macro – Bitcoin Keeps Cool Amid Week’s Volatile Headlines – 10 14 2019″]...
1 Min
Macro & Markets
Oct 2019
Bitcoin Consolidates As Market Volatility Picks Up
[pdf-embedder url=”http://cdn.delphidigital.io/uploads/2020/07/Macro-Bitcoin-Consolidates-As-Market-Volatility-Picks-Up...-7-19-2019.pdf” title=”Macro – Bitcoin Consolidates As Market Volatility Picks Up – 7 19 2019″]...
1 Min
Macro & Markets
Jul 2019
Breaking Down the Design Space of Money Market Liquidations
With crypto’s volatility comes lucrative opportunities, but as the saying goes, there is no reward without...mechanism is essential for trustworthy money markets, and should help protocols weather periods of market volatility...This liquidation discount typically depends on the asset used as collateral, with more volatile assets...
17 Min
Money Markets
Apr 2022