Volatility Premium · BTC
As of 9 Jul 2026 · Explainable knowledge object · Not a trading signal
Confidence 100%Variance Risk Premium →
BTC-Optionen aktuell normal bepreist. Implied (DVOL) 39.6% vs. Realized-30d 26.39% → Variance Risk Premium +13.21pp (48.69. Perzentil, IV-Rank 11.86/100). Historisch war der VRP in 93.13% der Tage positiv (Median +13.39pp) — Optionen preisen im Normalfall mehr Bewegung ein als real eintritt. Im normalen Bereich. Deskriptiv, kein Handelssignal.
Factors
Variance Risk Premium→
13.21
weight 50% · contribution +0.33
Implied Volatility (DVOL)→
39.6
weight 30% · contribution -0.23
Realized Volatility (30d)→
26.39
weight 20%
Related knowledge
Source & reproducibility
- Object: ko:volatility_premium:btc:2026-07-09
- Engine: volatility-premium-engine v1.0.0
- As of: 9 Jul 2026 · computed 2026-07-09
- Repro hash: sha256:a5e0ef5e7c0692d4f…
- 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.
← Bitcoin market stateUpdated 9 Jul 2026