Volatility Premium · BTC
As of 24 Sept 2026 · Explainable knowledge object · Not a trading signal
BTC options are currently priced normal. Implied (DVOL) 35.84% vs. realized-30d 35.69% → variance risk premium +0.15pp (5.44th percentile, IV-rank 4.67/100). 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 94.76% of days (median +15.47pp) — 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:2026-09-24
- Engine: volatility-premium-engine v1.0.1
- As of: 24 Sept 2026 · computed 2026-09-24
- Repro hash: sha256:7c18c44fbac3663f2…
- 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.