Bitcoin option buyers face Fed-week premium that may fade post-decision
Current overview (not historical)
According to Laevitas data from October 26, Bitcoin's 7-day implied volatility stood at 36.1% while realized volatility was 26.9%, creating a 9.2-volatility-point contango that exposes option buyers to fading premium risk after the Federal Reserve decision. The 30-day 25-delta put skew remained at 49th percentile at -4.64 volatility points, indicating mid-range downside protection levels. Buyers must weigh time decay against potential implied volatility decline; if market volatility proves insufficient post-decision, they may face partial cost erosion.
Written with AI from the reporting · updated 10/28/2026
Expand the detailed fact route and sources
Story route
A station-by-station route from the first public evidence onward; every station carries its own evidence and uncertainty.
- 1Unclassified fact stationOct 28, 22:52single sourcereport-time onlyrevised
Bitcoin option buyers face a Fed-week premium that can fade
Read original source ↗ CryptoSlateReplay this moment in the explorerEvidence & revisions · 1 source records
- Occurred (fact side)：
- not recorded
- Published (valid side)：
- Oct 28, 22:40
- First seen (known side)：
- Oct 28, 22:52
Fact stationSingle source · one-sided claimRevisedReport-time onlyCopy may have been revised later; time replay is bounded. Layer labels group reading only, not causation between layers.
Uncertainty marks flag where to check the sources; they are not proven causation.
Report timeline
Explore every side through dated source reports.
- CryptoSlateRelated fact: single sourceFact occurrence time unverifiedSource report revisedBitcoin options traders face premium ahead of Fed decision that may fade post-announcement
Report first recorded Oct 28, 22:52
According to Laevitas data from Oct. 26, Bitcoin's seven-day implied volatility stood at 36.1% versus 26.9% realized volatility, creating a 9.2-point premium for option buyers. The 30-day 25-delta skew was near its median at minus 4.64 volatility points. Traders holding positions through the Federal Reserve's October decision face the risk that time decay and potential volatility compression reduce option value if Bitcoin does not move sufficiently to offset the premium.
Read original source ↗
Event activity trend
- Latest comparable
- 3
- Comparable peak
- 10Oct 28, 23:00
- 24h change
- -51%
The chart compares consistently observed participants only. Hover or tap to inspect each hour; use arrow keys to move between observations.
Event discussion
Reader opinions are hosted on GitHub Discussions; posting requires a GitHub account. Comments are not verified facts.