SOL IV smile, 9 Oct 2026 expiry
mark IV by strike · bid/ask IV as a band- Bybit mark IV
- Bid/ask IV
Every strike (25)
| Strike | OTM side | Bybit mark IV | Bid / ask IV | Delta |
|---|---|---|---|---|
| 98 | put | 69.0% | 52.4% / 97.6% | -0.03 |
| 100 | put | 67.3% | 61.6% / 89.4% | -0.04 |
| 102 | put | 65.8% | 68.3% / 68.8% | -0.05 |
| 104 | put | 64.4% | 66.1% / 66.5% | -0.07 |
| 106 | put | 63.2% | 63.9% / 64.5% | -0.09 |
| 109 | put | 61.7% | 61.5% / 62.2% | -0.14 |
| 111 | put | 60.9% | 60.3% / 61.1% | -0.18 |
| 114 | put | 60.2% | 59.1% / 60.4% | -0.25 |
| 115 | put | 60.0% | 59.8% / 60.4% | -0.28 |
| 116 | put | 59.9% | 59.8% / 60.3% | -0.31 |
| 118 | put | 59.9% | 59.8% / 60.5% | -0.38 |
| 119 | put | 60.0% | 58.9% / 60.3% | -0.41 |
| 120 | put | 60.1% | 59.2% / 61.0% | -0.44 |
| 121 | put | 60.3% | 60.0% / 60.8% | -0.48 |
| 122 | call | 60.5% | 59.9% / 68.8% | +0.49 |
| 124 | call | 61.1% | 60.4% / 61.4% | +0.43 |
| 125 | call | 61.4% | 60.6% / 61.5% | +0.40 |
| 126 | call | 61.8% | 61.1% / 61.8% | +0.37 |
| 129 | call | 63.1% | 62.7% / 63.5% | +0.29 |
| 130 | call | 63.6% | 63.1% / 63.8% | +0.27 |
| 132 | call | 64.6% | 64.3% / 65.2% | +0.22 |
| 135 | call | 66.2% | 66.2% / 66.8% | +0.17 |
| 140 | call | 69.2% | 69.5% / 70.0% | +0.11 |
| 150 | call | 75.3% | 67.6% / 76.0% | +0.05 |
| 155 | call | 78.4% | 72.5% / 76.0% | +0.03 |
SOL ATM IV term structure
at-the-money mark IV by days to expiry- Bybit
| Expiry (08:00 UTC) | Days | ATM IV | RR25 | Venues |
|---|---|---|---|---|
| 30 Sep 2026 | 0.7 | 59.7% | +9.0 | Bybit |
| 1 Oct 2026 | 1.7 | 66.4% | +2.0 | Bybit |
| 2 Oct 2026 | 2.7 | 64.3% | +5.3 | Bybit |
| 9 Oct 2026 | 9.7 | 60.3% | +3.8 | Bybit |
| 16 Oct 2026 | 17 | 50.7% | −0.1 | Bybit |
| 30 Oct 2026 | 31 | 57.5% | +3.1 | Bybit |
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: −7.9 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 options only, recorded from their public APIs every 5 minutes; not the whole crypto options market. Not financial advice.