How Can the Risk of a Cease and Desist Order Be Priced into a Token’s Option Premium?

The risk of a cease and desist order is priced into the option premium through an increase in the implied volatility. Traders perceive the regulatory risk as a 'tail risk' event ⎊ a low-probability, high-impact event that could cause a massive, sudden drop in the token price.

This risk is factored into the option's volatility input, making both call and put options more expensive to reflect the possibility of a catastrophic price movement.

How Does High Volatility Impact Put Option Premiums?
What Is a ‘Tail Risk’ Event in Token Derivatives and How Does Regulation Contribute to It?
How Does the Black-Scholes Model Account for the Probability of a Catastrophic Event like a 51% Attack?
What Is the Relationship between “Black Swan” Events and Tail Risk?
What Are the Consequences for an Individual or Firm Found Guilty of Market Manipulation under the CEA?
In Options Trading, What Is Meant by “Tail Risk,” and How Does the Low Probability of a Hash Collision Relate to It?
What Is the “Volatility Smile” or “Volatility Skew” in Crypto Options?
What Preventative Compliance Measures Can a Company Take to Avoid a Cease and Desist Order?

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