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Bitcoin Options Volatility Near Two-Year Low Ahead of Fed Decision

Deribit's DVOL, a gauge of Bitcoin options volatility for the next 30 days, stood at 37.3 on Monday. Bitcoin options are pricing one of the calmest stretches since early 2024, even after hot inflation data and a stock selloff last week. The Federal Reserve sets interest rates on October 28, two days before contracts worth about $12 billion expire. Traders are paying little extra for the Fed meeting, with options expiring on October 30 priced at 34% annualized volatility.

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