IBIT Options vs CME Futures: What Bitcoin Carry Spreads Reveal About Regulated Market Friction
ArXiv study finds a 2.58 p.p. carry wedge between IBIT options and CME futures. CME’s 24/7 switch and Nasdaq’s QBTC plans may shift frictions.
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ArXiv study finds a 2.58 p.p. carry wedge between IBIT options and CME futures. CME’s 24/7 switch and Nasdaq’s QBTC plans may shift frictions.