BTC historical implied volatility
A year of constant-maturity implied volatility for BTC, from 7 to 180 days, with risk reversals and butterflies.
Type
Range
- Source
- Deribit · SignalPlus volatility model
- Data time
- Updates
- Hourly
- 7D ATM IV
- 31.37%
- 30D ATM IV
- 34.02%
- 90D ATM IV
- 36.83%
BTC constant-maturity implied volatility, latest
| Tenor | ATM | 25D RR | 25D FLY |
|---|---|---|---|
| 7D | 31.37% | 1.64% | 1.45% |
| 14D | 32.13% | 1.09% | 1.53% |
| 30D | 34.02% | 0.13% | 1.82% |
| 60D | 36.47% | -0.36% | 1.72% |
| 90D | 36.83% | -0.57% | 1.78% |
| 180D | 37.52% | -0.60% | 2.08% |
How to read it
Each line keeps the same time to expiry (for example 30 days) instead of following one contract, so values compare across time. Switch the type to follow skew (25D RR) or the price of the wings (25D FLY); the range buttons zoom the chart.
Definitions
- Constant maturity
- Implied volatility read at a fixed time to expiry, such as 30 days, rather than for a single listed contract.
- 25D RR (risk reversal)
- 25-delta call IV minus 25-delta put IV. Negative values mean puts are priced above calls.
- 25D FLY (butterfly)
- The average of the 25-delta call and put IV minus ATM IV: how much the wings cost over the centre.
More advanced data and tools are in Trading Terminal, free to use. Use Trading Terminal free →