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 | 1.83 | $82619.07 | 21.30% | ±1.51% | ±$1246.19 | $81372.88 – $83865.26 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-10-19 08:00:00 UTC | 2.83 | $82632.38 | 21.04% | ±1.85% | ±$1530.77 | $81101.61 – $84163.16 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-10-23 08:00:00 UTC | 6.83 | $82686.30 | 29.05% | ±3.97% | ±$3286.10 | $79400.20 – $85972.40 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-10-30 08:00:00 UTC | 13.83 | $82830.90 | 31.50% | ±6.13% | ±$5079.28 | $77751.62 – $87910.18 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-11-06 08:00:00 UTC | 20.83 | $82850.20 | 35.04% | ±8.37% | ±$6934.36 | $75915.84 – $89784.56 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-11-27 08:00:00 UTC | 41.83 | $83208.70 | 35.91% | ±12.16% | ±$10115.11 | $73093.59 – $93323.81 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 UTC |
| 2026-12-25 08:00:00 UTC | 69.83 | $83468.12 | 36.43% | ±15.93% | ±$13300.07 | $70168.05 – $96768.19 | Oldest: 2026-10-16 12:01:54 UTC Newest: 2026-10-16 12:01:54 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.