Volatility Premium · BTC
As of 23 Jul 2026 · Explainable knowledge object · Not a trading signal
Confidence 100%Variance Risk Premium →
BTC options are currently priced normal. Implied (DVOL) 37.98% vs. realized-30d 26.09% → variance risk premium +11.89pp (41.83th percentile, IV-rank 8.54/100). Historically the VRP was positive on 93.22% of days (median +13.31pp) — options normally price in more movement than actually materializes. Within the normal range. Descriptive, not a trading signal.
Factors
Variance Risk Premium→
11.89
weight 50% · contribution +0.3
Implied Volatility (DVOL)→
37.98
weight 30% · contribution -0.25
Realized Volatility (30d)→
26.09
weight 20%
Related knowledge
Source & reproducibility
- Object: ko:volatility_premium:btc:2026-07-23
- Engine: volatility-premium-engine v1.0.0
- As of: 23 Jul 2026 · computed 2026-07-23
- Repro hash: sha256:42b620cfabc20fe07…
- 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 23 Jul 2026