A work mate of mine (who isn't active in Bitcoin) was being all super-sceptical and bearish on BTC today in the office, saying it's going to crash further, it's a Ponzi, blah, blah. I encouraged him to either put his money where his mouth is or shut his trap. So we started to informally price-up a $1000 Call option expiring 11th Dec 2014 that he would sell.
I've calculated the recent realised vol (30-day rolling window), but was just wondering if anyone out there has quoted or traded options recently? Any ideas where implied vol. would be bid out there?
http://i.imgur.com/IFLLOLl.png
Unfortunately, my buddy started out offered at 100% implied vol, but then flaked when I was keen to buy it...
He now seems tentative to sell 150% vol. Anyone reckon that's value?
I've calculated the recent realised vol (30-day rolling window), but was just wondering if anyone out there has quoted or traded options recently? Any ideas where implied vol. would be bid out there?
http://i.imgur.com/IFLLOLl.png
Unfortunately, my buddy started out offered at 100% implied vol, but then flaked when I was keen to buy it...
He now seems tentative to sell 150% vol. Anyone reckon that's value?