Why Bitcoin’s Calm Often Precedes Violent Moves
The post Why Bitcoin’s Calm Often Precedes Violent Moves appeared on BitcoinEthereumNews.com. Bitcoin can spend weeks moving in tight bands, frustrating trend followers and tempting overconfident mean-reversion trades. Then, often with little warning, price jolts out of its range and runs hard. This pattern is classic volatility compression: realized swings shrink, liquidity thickens near key strikes and on-chain cost bases, and market makers’ hedges soak up movement—until they don’t. As of May 21, 2026, annualized realized volatility on short windows sat around the mid‑20s (1‑week 25.7%, 2‑week 24.26%, 30‑day 26.58%), while longer windows remained higher (3‑month 42.14%, 6‑month 45.76%, 1‑year 41.17%), per Glassnode Studio (Realized Volatility All). That mix often precedes larger rotations. Layer on concentrated options gamma around round numbers and dense ownership bands near recent highs, and you get a market that can look tranquil—right up to the moment it breaks. Point Det