10x Research: Retail-Institutional Bitcoin Volatility Gap to Close

Analyst Claims Bitcoin Volatility Could Be Mispriced on Prediction Markets Before Fed Rate Decision

  • Retail prediction markets and institutional options are showing a widening gap in Bitcoin volatility pricing.
  • Analysts expect this divergence to close rapidly following the upcoming Federal Reserve rate decision.
  • Retail traders are primarily driving upside bets, while institutional markets focus on protecting year-end profits.
  • Prediction markets are often treated as entertainment, creating opportunities for disciplined, probability-driven traders.

10x Research has identified a growing discrepancy in how retail and institutional markets are pricing Bitcoin volatility, particularly ahead of the latest Federal Reserve interest rate decision. As of early Wednesday, Bitcoin traded at approximately $92,930, registering a 3% increase in the past 24 hours. Ethereum saw a larger jump, gaining over 7% to around $3,345.

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The research observed that retail traders, especially on platforms like Polymarket, are paying a premium for bullish outcomes. In contrast, institutional options like those on Deribit show implied volatility beginning to decrease. “An actionable spread has emerged in the last twelve hours, one that is unlikely to remain open once post-FOMC repricing accelerates,” the firm stated in its report.

Recent Polymarket pricing indicates Bitcoin odds are most concentrated around the $96,000 mark for the December 8–14 period, with a 53% probability of finishing above this level. The likelihood of a significant breakout is much lower, with only 13% of traders predicting $100,000 or higher. On the downside, there is a 28% probability that Bitcoin ends below $88,000 for the same timeframe.

Ethereum markets show stronger consensus. For the same week, Polymarket data presents a 90% probability that Ether stays above $3,400, while only a small minority see a drop below $2,900.

10x Research commented that prediction markets, though rapidly growing, are still considered by many as entertainment, resulting in inefficiencies for probability-driven traders. The report outlines a typical year-end pattern, where retail traders pursue optimistic narratives and institutional investors focus on safeguarding their returns, leading to temporary mismatches in market pricing.

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Attention now turns to the Federal Reserve’s meeting, where the CME’s Fed Watch Tool shows an 89.9% chance of a 25 basis-point rate cut. Analysts anticipate that once the Federal Open Market Committee announces its decision, the gap between retail and institutional market pricing will swiftly narrow.

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