Expected move, week and month · IV

How big a move the options market prices for the expiry nearest a week and nearest a month, at each day's own price level, from our own capture of every Deribit option.

36.3% BTC · about a month out, as a yearly move on Oct-25 2026, the last day in this build, measured and published by askthetape.com.

For everyone

Every option carries a number for how much movement it prices in. We capture the whole board of Deribit's bitcoin and ether options and read off the level at that day's price for the expiry closest to a week and to a month. Higher means the market prices bigger swings.

For the pro

legown capture of every Deribit option (iv, oi, strike, expiry) · ATM = strikes within 3% of the underlying, expiry nearest 30 / 7 days, last snapshot of the day
cadencedaily
since2026-06-11
historyThis series starts on Jun-11 2026: it is our own capture of the option board; Deribit publishes no earlier history.
this builddata to Oct-25 2026
policyno backfill · read it here · export: whole history

The chart itself is drawn in the browser: turn JavaScript on to hover a day, pick a window and draw your line. The numbers above come from the last build, Oct-26 2026 10:55Z.

What the tape says today · what's new · all 111 metrics

built 10:55Z
🔔 Free alerts in Telegram · two at a time per chat · press 🔔 next to a chart’s numberTerms · Refund · Privacy · askthetape@gmail.comIndependent market-data site. Not an exchange and not affiliated with any exchange. We never ask for exchange keys, wallet seed phrases or passwords.askthetape.com · by @shridlock · notes · what’s new · we never call direction, the data draws, you conclude · NFA