Volatility Premium · BTC
As of 26 Aug 2026 · Explainable knowledge object · Not a trading signal
BTC options are currently priced normal. Implied (DVOL) 43.19% vs. realized-30d 34.83% → variance risk premium +8.36pp (18.39th percentile, IV-rank 19.22/100). 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 95.19% of days (median +15.64pp) — options normally charged more than recent movement delivered. Within the normal range. Descriptive, not a trading signal.
Factors
Related knowledge
Source & reproducibility
- Object: ko:volatility_premium:btc:2026-08-26
- Engine: volatility-premium-engine v1.0.1
- As of: 26 Aug 2026 · computed 2026-08-26
- Repro hash: sha256:5060db9f33ed2b4e3…
- 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.