Options modelled move ranges
Annualized-IV square-root-of-time approximation around the selected venue’s forward.
Selected venue: Bybit. Forward and ATM IV use this venue only; forwards are never averaged across venues.
Nearest 30 complete expiries maximum · 0 incomplete expiries excluded. Each constituent row must be at most 20 minutes old; source timestamps below are UTC.
BTC one-sigma model reference ranges
| Expiry (UTC) | Days | Forward (USD) | ATM IV (annualized %) | Model move (%) | Dollar move (USD) | Linear reference range (USD) | Source times / availability |
|---|---|---|---|---|---|---|---|
| 2026-10-18 08:00:00 UTC | 1.86 | $82423.17 | 18.95% | ±1.35% | ±$1115.80 | $81307.36 – $83538.97 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-10-19 08:00:00 UTC | 2.86 | $82436.50 | 18.29% | ±1.62% | ±$1335.56 | $81100.93 – $83772.06 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-10-23 08:00:00 UTC | 6.86 | $82489.90 | 27.35% | ±3.75% | ±$3093.29 | $79396.61 – $85583.19 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-10-30 08:00:00 UTC | 13.86 | $82602.20 | 30.76% | ±6.00% | ±$4952.35 | $77649.85 – $87554.55 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-11-06 08:00:00 UTC | 20.86 | $82655.10 | 34.46% | ±8.24% | ±$6810.00 | $75845.10 – $89465.10 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-11-27 08:00:00 UTC | 41.86 | $82992.60 | 35.16% | ±11.91% | ±$9883.38 | $73109.22 – $92875.98 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
| 2026-12-25 08:00:00 UTC | 69.86 | $83262.98 | 36.20% | ±15.84% | ±$13185.86 | $70077.12 – $96448.84 | Oldest: 2026-10-16 11:11:54 UTC Newest: 2026-10-16 11:11:54 UTC |
Model move m = ATM IV × √(days / 365), using decimal annualized IV. Dollar move = forward × m. Linear reference range = forward × (1 − m) to forward × (1 + m). A move of 100% or more suppresses the range. A genuine zero model input produces a zero move; exchange zero-IV marks represent missing quotes and cannot establish ATM IV.
“One-sigma” describes this model scale, not a calibrated probability or a guaranteed price range. This is neither executable straddle cost nor measured option premium; premiums are not stored. Incomplete chains are excluded; missing inputs are never filled with zero. Successful reads are cached up to 120 seconds, failed reads for 30 seconds; freshness is checked again on every view.