TheSkewLab

beta
BTC spot · live
$65,959
BTC ATM IV · 0.9 DTE
29.9%
ETH spot · live
$1,944
ETH ATM IV · 0.9 DTE
43.9%

Global options market context

Deribit · 30d DVOL index
BTC global option OI $28.8B across 842 listings · DVOL 37.9%
ETH global option OI $3.3B across 662 listings · DVOL 51.6%

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)
2026-07-230.929.9%±1.2%$766.860.91
2026-07-241.932.5%±1.9%$1,2223.20
2026-07-252.932.3%±2.3%$1,5040.45
2026-07-318.934.5%±4.3%$2,8260.61
2026-08-0715.935.6%±5.9%$3,9091.17
2026-08-2836.935.1%±8.9%$5,8710.85
2026-09-2564.936.2%±12.2%$8,0171.04

ETH expiries

ExpiryDTEATM IVExp. moveStraddlePCR (OI)
2026-07-230.943.9%±1.7%$33.150.97
2026-07-241.944.9%±2.6%$49.770.97
2026-07-252.943.1%±3.0%$59.191.19
2026-07-318.946.1%±5.8%$111.780.66
2026-08-0715.948.6%±8.1%$157.310.76
2026-08-2836.948.9%±12.4%$240.370.53
2026-09-2564.950.4%±16.8%$327.020.76

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