Bitcoin’s Implicated volatility (IV) meter has risen to a 2.5 -month high, in accordance with the seasonal trends.
Volmex’s Bitcoin Implicated Volatility Index, BVIV, which represents the annual expected price flooring over four weeks, has topped 42%, the highest since the end of August, according to data source trading.
IV measures the market’s expectations for future price fluctuations based on pricing options. Higher IV suggests that dealers expect larger price movements in the future.
Early this month, BVIV rose with a recovery in BTC’s award and has continued to climb despite the latest withdrawal from the record height of over $ 126,000 to about $ 120,000.
Bullish seasonal provision
BVIV’s historical data shows that the index tends to spike around this time of year. Both 2023 and 2024 experienced significant volatility increases in October, which highlighted a recurring seasonal pattern.
Coindesk Research notes that 2025’s volatility setup closely mirrors 2023, when it wasn’t until the second half of October that IV started its next big leg higher and rose from an annual 40% to over 60%.
It’s the same at the spot price. Historically, the second half of October delivers stronger returns than the first one.
According to data from Coinglass, Bitcoin has an average of approx. 6% winnings each week over the next two weeks, which are among the most bullish periods of the year. November is typically the best working month in which he historically delivers more than 45% return on average.
Expectation in the coming weeks is that IV is rising from this current interval.
Wider reverse relationship
Since the end of last year, BTC’s IV has tended to rise more often than not during Price -beatening in a classic Wall Street like Dynamics. The reverse relationship is shown in the sustained downward downtend in IV since the end of last year and the wider increase in prices.
When Bitcoin matures as an asset, the law of diminished returns suggests that price gains will gradually shrink and volatility will also fall over time. Zooming out shows the BVIV model a clear long-term downward downward volatility since the metric was first introduced.
