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BTC 30D Implied Volatility Compression

Will BTC 30D IV settle below 45%?

Expiry

SEP 25 · 08:00 UTC

remaining

Reference

BTC DVOL

Deribit

Current

38.00%

Target <45%

24H Δ

-0.57%

Updated 08:00 UTC

Reference value

Recent history
35.84%38.52%41.19%43.87%TARGET 45.00%20/09 08:00 UTC23/09 08:00 UTC
Deribit · BTC DVOL38.00%

Outcomes

Model-implied
  • BELOW 45%98%
  • ABOVE 45%2%

Probabilities come from a diffusion model fitted to the metric's recent history, not from an order book. See Transparency for the methodology.

Structure

Product
Volatility
Asset
BTC
Condition
<45%
Expiry rule
Weekly · Friday 08:00 UTC
Source
Deribit DVOL index close at expiry (30-day forward implied volatility, annualised %)

About this market

A compression market: it asks whether BTC volatility expectations will fall below a defined level by the weekly expiry. It allows a participant to express the view that uncertainty is being priced out of the market.

Reference values are read live from Deribit. Settlement contracts are not yet deployed, so positions cannot be opened and no funds are held.