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Bitcoin Options

DVOL, ATM IV, open interest, and large trades

Options OI (all venues)
$29.41B
DVOL (Deribit)
32.25
ATM IV 1M · Deribit
37.19
Realized Vol 30D
28.80
25Δ Skew 1M · Deribit
11.86
Put / Call OI · Deribit
0.68
Deribit OKX Bybit Gate Binance

Implied Volatility

as of 15:29 UTC · Deribit

ATM IV (nearest)
30.81
ATM IV 1M
37.19
25Δ Skew (nearest)
2.97
DVOL (Deribit)
32.25

Term Structure

ATM IV and forward IV by expiration

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Term Structure

ATM implied volatility and the forward-IV curve across every expiry.

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Term Structure Time-lapse

Constant-maturity ATM IV by tenor, now and 1 day, 1 week and 1 month ago · Deribit

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Term Structure Time-lapse

Constant-maturity ATM IV by tenor, now and 1 day, 1 week and 1 month ago, with snapshot toggles.

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Now · 2 Nov 15:30 UTC · 7 of 8 tenors

1D ago · 1 Nov 15:00 UTC · 7 of 8 tenors

1W ago · 26 Oct 15:00 UTC · 7 of 8 tenors

1M ago · 3 Oct (UTC day) · 7 of 8 tenors

IV Z-Score Heatmap

ATM IV z-score by tenor · Deribit · as of 14:00 UTC

IV Z-Score Heatmap

Constant-maturity ATM IV z-scores for eight tenors over 30-day and 7-day windows.

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Multi-Expiry Skew (IV Smile)

IV vs strike per expiry · put IV below the reference price, call IV above (the out-of-the-money, traded side)

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Multi-Expiry Skew (IV Smile)

IV vs strike per expiry, put/call smile on the out-of-the-money side.

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Skew by Expiry

25Δ put IV − 25Δ call IV

Butterfly by Expiry

(25Δ call IV + 25Δ put IV) / 2 − ATM IV

ATM IV (history)

Bitcoin ATM Implied Volatility (1w, 2w, 1m, 2m, 3m, 6m, 9m, 1y) Open chart →

Last 30 days · upgrade for full history

25Δ Skew (history)

Bitcoin Options 25-Delta Skew (1w, 2w, 1m, 2m, 3m, 6m, 9m, 1y) Open chart →

Last 30 days · upgrade for full history

25Δ Butterfly (history)

Bitcoin Options 25-Delta Butterfly (1w, 2w, 1m, 2m, 3m, 6m, 9m, 1y) Open chart →

Last 30 days · upgrade for full history

IV − RV (30-day)

ATM implied volatility (30-day expiry) minus realized volatility (30-day lookback), percentage points · Deribit.

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IV - RV (30-day)

ATM implied volatility (30-day expiry) minus realized volatility (30-day lookback), percentage points.

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Realized Volatility by Tenor

Realized volatility by tenor, percent · IV − RV per tenor · Deribit · as of 15:00 UTC

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Realized Volatility by Tenor

Realized volatility from hourly closes for nine tenors (3d to 1y), each paired with the venue's constant-maturity ATM IV, plus the daily history of every tenor.

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ATM IV Nearest (daily)

Rolling daily history of the nearest expiry's ATM IV

Bitcoin Implied Volatility, Skew & Term Structure

Compare Bitcoin implied volatility across maturities and strikes using the term structure, ATM IV history and volatility smile. Skew compares the relative pricing of puts and calls; the IV–RV spread compares implied volatility with realized volatility over the stated windows.

Bitcoin options give the holder the right, but not the obligation, to buy or sell Bitcoin at a specified strike under the contract's settlement terms. Calls and puts can be compared by strike and expiry using the options chain, open-interest charts and trading-volume views.

Implied volatility reflects the volatility priced into options, while realized volatility describes past price changes. Options volume, open interest, skew and gamma exposure provide different views of positioning and pricing; none alone establishes the direction of the next Bitcoin price move.
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