Backtesting Arena

Backtesting Arena

Implied Volatility (DVOL)

Volatility

The market's expectation of future BTC volatility priced into options, measured by the Deribit DVOL index (a 30-day, annualised implied-vol index). Higher = the options market expects bigger moves.

Calculation
Deribit DVOL index (annualised %). Surfaced with iv_rank (its position in the trailing-365-day range) and iv_percentile (rank over full history).
Unit & source
pct · tradingstrategies.work Volatility Premium (Deribit DVOL vs realized) methodology

Related terms

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.