Odaily News Betting on signs that the U.S. presidential race will be tight in key swing states, an options-based gauge of expected price volatility for BTC hit a three-month high. Crypto options exchange Deribit's BTC Implied Volatility Index (DVOL) rose to an annualized 63.24%, the highest level since late July, according to data from charting platform TradingView. BTC's seven-day implied volatility, which covers the Federal Reserve meeting on Thursday and the expected election results on Friday, has jumped to an annualized 74.4%, far higher than the seven-day actual volatility or historical volatility of 41.4%. In addition, options indicators that measure expected price fluctuations within four weeks have also seen sharp increases in foreign exchange and U.S. Treasury markets, with the Ice BofA Move Index, which measures 30-day implied volatility for U.S. Treasuries, jumping to 135% on Friday, the highest level since October 2023. (CoinDesk)