BTC implied vs realised volatility
ATM implied volatility of BTC options against realised volatility over the same horizon, for the past year.
Tenors
Range
- Source
- Deribit · SignalPlus volatility model · realised volatility from Binance spot
- Data time
- Updates
- Hourly
- 30D ATM IV
- 34.02%
- 30D RV
- 33.82%
BTC implied and realised volatility by tenor, latest
| Tenor | ATM IV | RV |
|---|---|---|
| 7D | 31.37% | 33.23% |
| 14D | 32.13% | 31.97% |
| 30D | 34.02% | 33.82% |
| 60D | 36.47% | 36.69% |
| 90D | 36.83% | 34.28% |
| 180D | 37.52% | 38.11% |
How to read it
Solid lines are implied volatility, dashed lines realised volatility of the same tenor. When implied sits above realised, options price more movement than the market has recently shown; when it falls below, options are cheap relative to recent moves.
Definitions
- Realised volatility (RV)
- Annualised volatility of past price changes over the window, from 7 to 180 days, measured on Binance spot prices.
- ATM implied volatility
- Implied volatility of the at-the-money option at a constant maturity matching the RV window.
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