TheSkewLab

beta
BTC spot · live
$65,890
BTC ATM IV · 0.9 DTE
30.4%
ETH spot · live
$1,938
ETH ATM IV · 0.9 DTE
44.1%

Global options market context

Deribit · 30d DVOL index
BTC global option OI $28.7B across 842 listings · DVOL 37.9%
ETH global option OI $3.3B across 662 listings · DVOL 51.5%

The world's options market for scale — analytics on this site cover Delta Exchange, where these contracts actually trade in INR margin.

ATM implied volatility term structure

Mean of call/put mark IV at the strike nearest spot, per expiry (settlement 12:00 UTC).

BTC expiries

ExpiryDTEATM IVExp. moveStraddlePCR (OI)
2026-07-230.930.4%±1.2%$781.930.93
2026-07-241.932.9%±1.9%$1,2393.19
2026-07-252.932.5%±2.3%$1,5180.44
2026-07-318.934.5%±4.3%$2,8320.61
2026-08-0715.935.7%±5.9%$3,9121.17
2026-08-2836.935.1%±8.9%$5,8740.86
2026-09-2564.936.2%±12.2%$8,0291.04

ETH expiries

ExpiryDTEATM IVExp. moveStraddlePCR (OI)
2026-07-230.944.1%±1.7%$33.361.04
2026-07-241.944.8%±2.6%$49.630.96
2026-07-252.942.9%±3.0%$58.811.01
2026-07-318.946.1%±5.8%$111.90.67
2026-08-0715.948.6%±8.1%$157.310.76
2026-08-2836.948.7%±12.3%$238.990.53
2026-09-2564.950.4%±16.8%$326.250.76

IV rank & percentile are coming — history collection started 21 Jul 2026 and the view unlocks once enough snapshots accumulate. Data refreshes every minute.