BTC IV smile, 30 Oct 2026 expiry
mark IV by strike · bid/ask IV as a band- Binance mark IV
- Bybit mark IV
- Bid/ask IV
Every strike (38)
| Strike | OTM side | Binance mark IV | Bid / ask IV | Delta | Bybit mark IV | Bid / ask IV | Delta |
|---|---|---|---|---|---|---|---|
| 64,000 | put | 49.1% | 49.0% / 49.4% | -0.02 | — | ||
| 65,000 | put | 47.6% | 47.4% / 47.7% | -0.03 | — | ||
| 66,000 | put | 46.3% | 46.3% / 46.6% | -0.03 | — | ||
| 67,000 | put | 45.0% | 44.7% / 45.0% | -0.03 | 41.2% | 44.7% / 44.9% | -0.02 |
| 68,000 | put | 43.6% | 43.6% / 43.8% | -0.04 | 40.5% | 43.5% / 43.7% | -0.03 |
| 69,000 | put | 42.4% | 42.2% / 42.5% | -0.05 | 39.9% | 42.4% / 42.6% | -0.04 |
| 70,000 | put | 41.3% | 41.1% / 41.3% | -0.05 | 39.2% | 41.3% / 41.4% | -0.05 |
| 71,000 | put | 40.2% | 40.2% / 40.3% | -0.06 | 38.6% | 40.3% / 40.4% | -0.06 |
| 72,000 | put | 39.2% | 39.1% / 39.2% | -0.07 | 38.1% | 39.2% / 39.3% | -0.07 |
| 73,000 | put | 38.3% | 38.3% / 38.4% | -0.09 | 37.5% | 38.4% / 38.5% | -0.08 |
| 74,000 | put | 37.5% | 37.5% / 37.6% | -0.10 | 37.1% | 37.5% / 37.6% | -0.10 |
| 75,000 | put | 36.8% | 36.8% / 36.9% | -0.13 | 36.6% | 36.9% / 37.0% | -0.12 |
| 76,000 | put | 36.3% | 36.2% / 36.3% | -0.15 | 36.2% | 36.4% / 36.5% | -0.15 |
| 77,000 | put | 35.8% | 35.8% / 35.9% | -0.18 | 35.8% | 35.9% / 35.9% | -0.18 |
| 78,000 | put | 35.4% | 35.4% / 35.5% | -0.21 | 35.5% | 35.5% / 35.6% | -0.21 |
| 79,000 | put | 35.1% | 35.0% / 35.2% | -0.24 | — | ||
| 80,000 | put | 34.9% | 34.9% / 35.0% | -0.28 | 35.0% | 34.9% / 35.0% | -0.29 |
| 81,000 | put | 34.8% | 34.8% / 34.8% | -0.33 | — | ||
| 82,000 | put | 34.7% | 34.6% / 34.8% | -0.37 | 34.7% | 34.6% / 34.7% | -0.37 |
| 83,000 | put | 34.6% | 34.5% / 34.8% | -0.42 | — | ||
| 84,000 | put | 34.6% | 34.5% / 34.7% | -0.46 | 34.6% | 34.5% / 34.6% | -0.47 |
| 85,000 | call | 34.6% | 34.7% / 34.9% | +0.49 | — | ||
| 86,000 | call | 34.7% | 34.8% / 34.9% | +0.44 | 34.9% | 34.8% / 34.9% | +0.44 |
| 87,000 | call | 34.7% | 34.7% / 34.9% | +0.40 | — | ||
| 88,000 | call | 34.8% | 34.9% / 34.9% | +0.36 | 35.0% | 35.0% / 35.1% | +0.36 |
| 89,000 | call | 35.0% | 34.9% / 35.0% | +0.32 | — | ||
| 90,000 | call | 35.1% | 35.0% / 35.1% | +0.28 | 35.3% | 35.3% / 35.3% | +0.28 |
| 91,000 | call | 35.3% | 35.2% / 35.3% | +0.25 | — | ||
| 92,000 | call | 35.5% | 35.4% / 35.5% | +0.21 | 35.8% | 35.7% / 35.7% | +0.22 |
| 93,000 | call | 35.7% | 35.6% / 35.7% | +0.19 | — | ||
| 94,000 | call | 35.9% | 35.8% / 35.9% | +0.16 | 36.4% | 36.1% / 36.1% | +0.17 |
| 95,000 | call | 36.2% | 36.1% / 36.2% | +0.14 | — | ||
| 96,000 | call | 36.4% | 36.4% / 36.5% | +0.12 | 37.1% | 36.6% / 36.7% | +0.13 |
| 98,000 | call | 37.2% | 37.1% / 37.3% | +0.09 | 37.8% | 37.2% / 37.4% | +0.09 |
| 100,000 | call | 38.0% | 37.9% / 38.0% | +0.07 | — | ||
| 102,000 | call | 38.8% | 38.7% / 38.9% | +0.05 | 39.3% | 39.1% / 39.3% | +0.05 |
| 105,000 | call | 40.3% | 40.5% / 40.8% | +0.03 | — | ||
| 106,000 | call | — | 40.9% | 41.1% / 41.4% | +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 | 0.9 | 26.8% | −1.3 | Binance, Bybit |
| 1 Oct 2026 | 1.9 | 30.4% | +0.7 | Binance, Bybit |
| 2 Oct 2026 | 2.9 | 31.8% | +1.0 | Binance, Bybit |
| 9 Oct 2026 | 9.9 | 32.9% | −0.1 | Binance, Bybit |
| 16 Oct 2026 | 17 | 33.4% | −0.2 | Binance, Bybit |
| 30 Oct 2026 | 31 | 34.6% | +0.2 | Binance, Bybit |
| 6 Nov 2026 | 38 | 35.5% | −0.6 | Bybit |
| 27 Nov 2026 | 59 | 36.7% | −0.3 | Binance, Bybit |
| 25 Dec 2026 | 87 | 37.3% | −0.3 | Binance, Bybit |
| 26 Mar 2027 | 178 | 38.0% | −0.4 | 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: — vol points30-day realized vol is loading from Binance; refresh in a few seconds.
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.