Q: How big a daily BTC move are options pricing?
A: Take the DVOL index ÷ √365.
On Oct 28, DVOL held at 37.22–37.63 through the Fed hold.
37.6 ÷ 19.1 ≈ 2% = a one-standard-deviation day.
Spot that afternoon: +0.33% ($80,763 → $81,027). Calm was priced in. #ZoomexInsight https://t.co/iLIzTG2Wne