BTC IV smile, 30 Sep 2026 expiry
mark IV by strike · bid/ask IV as a band- Binance mark IV
- Bybit mark IV
- Bid/ask IV
Every strike (21)
| Strike | OTM side | Binance mark IV | Bid / ask IV | Delta | Bybit mark IV | Bid / ask IV | Delta |
|---|---|---|---|---|---|---|---|
| 81,500 | put | 38.9% | 39.9% / 41.5% | -0.03 | 39.8% | 38.1% / 40.0% | -0.03 |
| 82,000 | put | 35.8% | 36.8% / 38.0% | -0.04 | 37.4% | 37.0% / 38.1% | -0.05 |
| 82,500 | put | 33.1% | 34.4% / 35.2% | -0.07 | 35.0% | 35.3% / 36.1% | -0.08 |
| 82,750 | put | — | 33.9% | 32.6% / 34.0% | -0.10 | ||
| 83,000 | put | 30.9% | 32.5% / 33.1% | -0.12 | 32.8% | 32.7% / 33.2% | -0.13 |
| 83,250 | put | — | 31.8% | 31.2% / 31.7% | -0.17 | ||
| 83,500 | put | 29.2% | 30.2% / 30.6% | -0.21 | 30.8% | 30.4% / 30.8% | -0.22 |
| 83,750 | put | — | 30.0% | 30.1% / 30.5% | -0.28 | ||
| 84,000 | put | 28.1% | 28.8% / 29.1% | -0.35 | 29.3% | 29.7% / 30.1% | -0.35 |
| 84,250 | put | — | 29.0% | 29.4% / 29.8% | -0.43 | ||
| 84,500 | call | 27.8% | 28.3% / 28.6% | +0.48 | 27.9% | 28.3% / 28.6% | +0.48 |
| 84,750 | call | — | 28.2% | 28.2% / 28.5% | +0.40 | ||
| 85,000 | call | 28.4% | 28.6% / 29.0% | +0.31 | 28.3% | 28.8% / 29.1% | +0.32 |
| 85,250 | call | — | 28.5% | 29.5% / 29.9% | +0.25 | ||
| 85,500 | call | 29.8% | 30.1% / 30.6% | +0.19 | — | ||
| 85,750 | call | — | 29.5% | 30.6% / 31.1% | +0.14 | ||
| 86,000 | call | 31.8% | 31.5% / 32.2% | +0.12 | — | ||
| 86,250 | call | — | 31.0% | 32.7% / 33.5% | +0.08 | ||
| 86,500 | call | 34.3% | 34.4% / 35.3% | +0.07 | — | ||
| 86,750 | call | — | 32.7% | 35.4% / 36.5% | +0.04 | ||
| 87,000 | call | — | 33.7% | 35.9% / 38.4% | +0.03 |
BTC ATM IV term structure
at-the-money mark IV by days to expiry- Bybit
- Binance
- Combined
| Expiry (08:00 UTC) | Days | ATM IV | RR25 | Venues |
|---|---|---|---|---|
| 30 Sep 2026 | 0.8 | 28.1% | −1.9 | Binance, Bybit |
| 1 Oct 2026 | 1.8 | 30.8% | +0.3 | Binance, Bybit |
| 2 Oct 2026 | 2.8 | 32.3% | +0.8 | Binance, Bybit |
| 9 Oct 2026 | 9.8 | 33.1% | 0.0 | Binance, Bybit |
| 16 Oct 2026 | 17 | 33.7% | −0.5 | Binance, Bybit |
| 30 Oct 2026 | 31 | 34.7% | +0.2 | Binance, Bybit |
| 6 Nov 2026 | 38 | 35.5% | −0.6 | Bybit |
| 27 Nov 2026 | 59 | 36.9% | −0.3 | Binance, Bybit |
| 25 Dec 2026 | 87 | 37.3% | −0.3 | Binance, Bybit |
| 26 Mar 2027 | 178 | 38.1% | −0.2 | Binance, Bybit |
| 25 Jun 2027 | 269 | 38.7% | −0.2 | Binance, Bybit |
| 24 Sep 2027 | 360 | 39.3% | −0.4 | Binance |
30-day ATM implied volatility
constant maturity, interpolated between expiries in total variance- 30-day ATM IV
30-day 25-delta risk reversal
vol points · negative = puts bidRR25 is the 25-delta call's implied vol minus the 25-delta put's: below zero traders pay up for downside protection, above zero for upside.
- 30-day RR25
30-day implied vs realized volatility
IV − RV now: −6.8 vol points- 30-day ATM IV
- 30-day realized vol
- IV − RV
How to read it. Mark IV is the implied volatility behind each exchange's option mark price. The smile uses the out-of-the-money option at each strike (puts below the forward, calls above); on the delta axis 0.25 is the 25-delta put, 0.5 at the money and 0.75 the 25-delta call. ATM IV is interpolated at the forward. The 30-day figures interpolate between the expiries either side of 30 days. Realized vol is the 30-day standard deviation of daily log returns of the Binance USDT perp, annualized with √365, as on the volatility screener.
Bybit and Binance options only, recorded from their public APIs every 5 minutes; not the whole crypto options market. Not financial advice.