Skew market data shows that there is currently a huge difference between Bitcoin's 3-month historical volatility and implied volatility. In fact, since Skew began recording this data in October 2019, the time difference between the two volatility indexes has reached its maximum. The actual volatility is 6.5%, and its implied volatility is 5%. Although the historical volatility is calculated based on historical price fluctuations, the implied volatility is evaluated based on the exercise price of the Bitcoin option contract within the above validity period. Since the price began to rebound slowly and steadily after the plunge on March 19, the difference between these two volatility indicators has begun to widen. From the current situation, bitcoin is still down 12% from before the plunge and more than 30% from February, two months ago. In view of the declining volatility month by month, traders expect relatively calm in the next 30 days.