“The market is pricing a premium of only 1.5 vols for the event … almost negligible,” institutional liquidity provider OrBit Markets, one of the top altcoin market makers on Deribit, told CoinDesk. In other words, prices may move less than 2% on either side following the CPI report, exhibiting hardly any additional volatility. S&P 500 options are pricing in relatively higher volatility for the release, OrBit said.
