SOL IV smile, 9 Oct 2026 expiry
mark IV by delta · bid/ask IV as a band- Bybit mark IV
- Bid/ask IV
Every strike (27)
| Strike | OTM side | Bybit mark IV | Bid / ask IV | Delta |
|---|---|---|---|---|
| 95 | put | 79.1% | 73.1% / 99.5% | -0.03 |
| 96 | put | 77.8% | 70.4% / 100.9% | -0.03 |
| 98 | put | 75.4% | 67.8% / 97.0% | -0.04 |
| 100 | put | 73.1% | 73.4% / 73.9% | -0.05 |
| 102 | put | 70.8% | 71.1% / 71.5% | -0.06 |
| 104 | put | 68.8% | 69.7% / 70.1% | -0.08 |
| 106 | put | 66.9% | 66.6% / 68.0% | -0.10 |
| 109 | put | 64.4% | 64.2% / 64.9% | -0.15 |
| 111 | put | 63.0% | 62.0% / 63.3% | -0.18 |
| 114 | put | 61.5% | 61.5% / 62.0% | -0.26 |
| 115 | put | 61.2% | 59.8% / 62.2% | -0.29 |
| 116 | put | 60.9% | 60.9% / 61.4% | -0.31 |
| 118 | put | 60.6% | 59.0% / 61.8% | -0.38 |
| 119 | put | 60.6% | 59.9% / 61.2% | -0.41 |
| 120 | put | 60.7% | 60.2% / 61.1% | -0.44 |
| 121 | put | 60.9% | 59.8% / 61.4% | -0.48 |
| 122 | call | 61.1% | 59.4% / 62.7% | +0.49 |
| 124 | call | 61.8% | 61.7% / 63.1% | +0.43 |
| 125 | call | 62.3% | 62.1% / 63.4% | +0.40 |
| 126 | call | 62.7% | 63.0% / 63.5% | +0.37 |
| 129 | call | 64.5% | 63.3% / 65.2% | +0.29 |
| 130 | call | 65.1% | 64.8% / 65.2% | +0.27 |
| 132 | call | 66.5% | 65.4% / 66.4% | +0.23 |
| 135 | call | 68.8% | 66.9% / 69.2% | +0.18 |
| 140 | call | 72.8% | 70.3% / 72.3% | +0.12 |
| 150 | call | 80.9% | 75.5% / 76.5% | +0.06 |
| 155 | call | 84.8% | 66.5% / 79.0% | +0.04 |
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 | 0.8 | 72.3% | +9.7 | Bybit |
| 1 Oct 2026 | 1.8 | 73.7% | +1.7 | Bybit |
| 2 Oct 2026 | 2.8 | 72.9% | +6.3 | Bybit |
| 9 Oct 2026 | 9.8 | 60.9% | +4.2 | Bybit |
| 16 Oct 2026 | 17 | 51.4% | −0.1 | Bybit |
| 30 Oct 2026 | 31 | 56.9% | +2.4 | 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: −8.3 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.