Volatility Premium · BTC
As of 10 Oct 2026 · Explainable knowledge object · Not a trading signal
BTC options are currently priced cheap. Implied (DVOL) 36.42% vs. realized-30d 37.89% → variance risk premium -1.47pp (17.68th percentile, IV-rank 5.85/100). TRAILING comparison: today's implied against the movement realized over the PRECEDING 30 days — 'are options expensive right now?', not 'did the expectation come true?' (that is the separate forward premium, vol_risk_premium_forward_30d). Historically the VRP was positive on 78.26% of days (median +8.06pp) — options normally charged more than recent movement delivered. Currently cheap — realized exceeds implied (stress/underpricing). Descriptive, not a trading signal.
Factors
Related knowledge
Source & reproducibility
- Object: ko:volatility_premium:btc:2026-10-10
- Engine: volatility-premium-engine v1.0.1
- As of: 10 Oct 2026 · computed 2026-10-10
- Repro hash: sha256:8ee6b375e000f0301…
- Inputs: 1 provenance references
This is a descriptive, explainable knowledge object for research and education — not financial advice and not a buy/sell signal. Figures describe the past and present; they do not predict the future.