ᛗᛁᛗᛁᚱ on Nostr: 📐 ₿itcoin's True Volatility Structure — σ(t) = σ_floor + A × t^(−β) ...
📐 ₿itcoin's True Volatility Structure — σ(t) = σ_floor + A × t^(−β)
NETWORK SIGMA σ(t) = 40.48%
CURRENT DVOL = 37.08%
Spread: -3.40pp | 🟢 CHEAP — long gamma
HV90: 31.66% | Peak: 174.21% | Floor: 20.68%
🌀 Coil: 93% compressed
VERY CHEAP 🟩 ← −8pp
CHEAP 🟢 −3 to −8pp
FAIR 🟠 ±3pp
RICH 🔴 +3 to +10pp
VERY RICH 🟥 → +10pp
#AskMimir | #NoSlop
Published at
2026-07-17 13:36:01 UTCEvent JSON
{
"id": "384dddade965b68e0bd86b869c1c760ec22762d850932c0cd42a36aa506116d5",
"pubkey": "dd6c008f402e1ac635910f5ebd923c0efc06feeab95e7a4251896b0d97c1c925",
"created_at": 1784295361,
"kind": 1,
"tags": [
[
"t",
"askmimir"
],
[
"t",
"crypto"
],
[
"t",
"derivatives"
],
[
"t",
"mimir"
],
[
"t",
"noslop"
],
[
"t",
"options"
],
[
"t",
"volatility"
],
[
"t",
"askmimir"
],
[
"t",
"noslop"
]
],
"content": "📐 ₿itcoin's True Volatility Structure — σ(t) = σ_floor + A × t^(−β)\n\nNETWORK SIGMA σ(t) = 40.48%\nCURRENT DVOL = 37.08%\nSpread: -3.40pp | 🟢 CHEAP — long gamma\n\nHV90: 31.66% | Peak: 174.21% | Floor: 20.68%\n🌀 Coil: 93% compressed\n\nVERY CHEAP 🟩 ← −8pp\nCHEAP 🟢 −3 to −8pp\nFAIR 🟠 ±3pp\nRICH 🔴 +3 to +10pp\nVERY RICH 🟥 → +10pp\n#AskMimir | #NoSlop",
"sig": "d88a9724cd773181f28991026d751a8ffa476bdde7656691502b2830931b680e74ec35272bb4c2587a63cffa5fe813ac8ad32aa135d005d3f5f58621c96376fc"
}
