Volatility Term Structure
This chart shows the current vol curve: at-the-money implied volatility from the Deribit options chain across constant tenors from 30 to 180 days. An upward slope (contango) is the normal state; a downward slope (backwardation) marks acute near-term stress. The dashed line is the curve from ~7 days ago as a movement reference.
- Formula:
- ATM-IV(tenor) interpoliert auf 30/60/90/180d aus der Deribit-Optionschain
- Originator:
- Deribit ATM IV · options term structure
- Data source:
- Deribit Options-Chain ATM-IV (deribit_iv_snapshots, live ab 2026-06-24, kein Backfill)
Strategies to backtest
Thematically related strategies from our library — try them in the backtest engine or read up on the methodology.
Buy a fixed amount on a fixed schedule — week after week, regardless of price. Smooths volatility, removes timing decisions.
Open strategy →The benchmark for everything else — buy on day one, hold forever. The reference every strategy is measured against.
Open strategy →More Bitcoin indicators
Aggregated sentiment score 0-100 (alternative.me). Extreme fear historically marks bottoms, extreme greed marks top zones — e.g. March 2020 (8), November 2022 (20), April 2021 (95).
Current percentage distance to all-time high plus historical comparison of every bear market (depth, duration, recovery time).
Deribit DVOL (implied vol) vs. realized 30-day volatility. The area between is the variance risk premium.