In Cryptocurrency Options, How Does the Underlying Asset’s Volatility Impact RFQ Quote Generation?

The volatility of the underlying cryptocurrency (e.g. Bitcoin or Ether) is the single most significant factor determining the premium and thus the RFQ quote for an option.

Higher volatility means a higher probability of large price swings, increasing the option's value and requiring a wider, more expensive quote from the liquidity provider to compensate for the higher risk. Market makers use implied volatility, often calculated from the Black-Scholes model, to price their quotes.

Extreme volatility can lead to wider spreads or even a refusal to quote.

Why Is a Crypto Option on a Smaller Altcoin More Likely to Be Traded via RFQ?
What Is a “Volatility Surface” and How Is It Used in RFQ Pricing?
How Does the Latency of Quote Response Affect an RFQ-based Block Trade?
How Does ‘Fill Rate’ Specifically Measure Quote Competitiveness on an RFQ Platform?
How Does the Concept of “Tail Risk” Influence the Pricing of Out-of-the-Money (OTM) Crypto Options via RFQ?
How Does the Concept of “Net Premium” Apply to Multi-Leg RFQ Quotes?
What Is the Impact of High Market Volatility on an LP’s Willingness to Provide Firm Quotes?
What Is “Implied Volatility” and How Is It Derived for Cryptocurrency Options?

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