SOL IV smile, 30 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 |
|---|---|---|---|---|
| 80 | put | 75.3% | 75.2% / 75.8% | -0.02 |
| 85 | put | 71.0% | 58.2% / 77.6% | -0.04 |
| 90 | put | 67.1% | 65.8% / 66.3% | -0.05 |
| 94 | put | 64.2% | 63.1% / 63.7% | -0.08 |
| 95 | put | 63.6% | 62.4% / 63.2% | -0.08 |
| 98 | put | 61.7% | 60.7% / 61.5% | -0.11 |
| 100 | put | 60.6% | 59.7% / 60.5% | -0.12 |
| 102 | put | 59.6% | 58.9% / 59.4% | -0.15 |
| 104 | put | 58.7% | 58.1% / 59.0% | -0.17 |
| 106 | put | 57.8% | 57.6% / 58.1% | -0.20 |
| 108 | put | 57.1% | 57.0% / 58.1% | -0.23 |
| 110 | put | 56.5% | 56.7% / 57.6% | -0.26 |
| 112 | put | 56.1% | 56.2% / 57.1% | -0.30 |
| 115 | put | 55.6% | 55.9% / 56.8% | -0.35 |
| 118 | put | 55.4% | 55.9% / 56.9% | -0.41 |
| 120 | put | 55.5% | 56.0% / 56.7% | -0.46 |
| 122 | call | 55.6% | 50.9% / 56.0% | +0.50 |
| 125 | call | 56.0% | 55.6% / 56.0% | +0.44 |
| 128 | call | 56.6% | 55.9% / 57.1% | +0.39 |
| 131 | call | 57.3% | 56.9% / 57.7% | +0.34 |
| 135 | call | 58.5% | 58.1% / 58.8% | +0.28 |
| 140 | call | 60.2% | 59.8% / 60.3% | +0.22 |
| 145 | call | 62.1% | 61.6% / 62.3% | +0.18 |
| 150 | call | 64.0% | 63.7% / 64.2% | +0.14 |
| 160 | call | 67.9% | 67.8% / 68.5% | +0.09 |
| 170 | call | 71.7% | 72.2% / 72.9% | +0.06 |
| 180 | call | 75.3% | 74.1% / 88.9% | +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 | 64.6% | +11.6 | Bybit |
| 1 Oct 2026 | 1.8 | 67.2% | +0.1 | Bybit |
| 2 Oct 2026 | 2.8 | 67.8% | +8.1 | Bybit |
| 9 Oct 2026 | 9.8 | 59.5% | +2.8 | Bybit |
| 16 Oct 2026 | 17 | 52.8% | −0.7 | Bybit |
| 30 Oct 2026 | 31 | 55.5% | +2.7 | 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: — 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 options only, recorded from their public APIs every 5 minutes; not the whole crypto options market. Not financial advice.