QUANTITATIVE VOLATILITY LABS
Implied Volatility (IV) Skew & 25-Delta Surface
Institutional Deribit volatility smiles, 25-delta put/call skew term structure, and variance risk premium analytics.
30-Day ATM Implied Volatility
54.2%
Moderate Volatility Regime
25-Delta 30D Skew
+2.8%
Calls Trading at Premium (Bullish)
Term Structure Regime
Contango
Long-dated IV > Short-dated IV
Variance Risk Premium (VRP)
+6.4%
Option Sellers Collecting Premium
Implied Volatility Smile by Strike Price
U-shaped curvature showing OTM Puts (downside protection) and OTM Calls (upside FOMO) pricing.
30D Expiry Curve
90D Expiry Curve
25-Delta Put/Call Skew Term Structure
Institutional Pricing Spread| Horizon | ATM IV% | 25Δ Put IV% | 25Δ Call IV% | 25Δ Skew (C - P) | Market Sentiment Bias |
|---|---|---|---|---|---|
| 7 Days (Short Horizon) | 48.2% | 47.8% | 51.2% | +3.4% | Bullish Call Overbidding |
| 30 Days (Monthly Benchmark) | 54.2% | 53.1% | 55.9% | +2.8% | Moderate Upside Bias |
| 60 Days (Bi-Monthly) | 57.8% | 57.2% | 59.0% | +1.8% | Balanced Contango |
| 90 Days (Quarterly Macro) | 61.4% | 61.0% | 62.6% | +1.6% | Macro Accumulation |
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