期权波动率 DVOL
BTC · Deribit 隐含波动与 IV-RV 价差
33.90
正常
低波动 / 平静
|
正常
|
高波动 / 恐慌
历史时序
DVOL = 期权隐含的未来30天年化波动率; IV-RV价差>0 = 期权定价波动高于已实现 (波动风险溢价/恐慌)。
历史数据 (1w)
| 日期 | DVOL (年化%) | IV-RV 价差 |
|---|---|---|
| 2026-08-08 | 33.90 | 4.88 |
| 2026-08-02 | 35.31 | 3.65 |
| 2026-07-26 | 37.31 | 2.41 |
| 2026-07-19 | 36.01 | -3.84 |
| 2026-07-12 | 36.17 | -5.25 |
| 2026-07-05 | 39.40 | -7.95 |
| 2026-06-28 | 46.79 | -4.81 |
| 2026-06-21 | 40.13 | -8.25 |
| 2026-06-14 | 41.02 | -5.35 |
| 2026-06-07 | 49.83 | 7.50 |
| 2026-05-31 | 36.23 | 5.69 |
| 2026-05-24 | 36.61 | 5.97 |
| 2026-05-17 | 39.49 | 6.99 |
| 2026-05-10 | 38.66 | 3.42 |
| 2026-05-03 | 40.61 | 3.61 |
| 2026-04-26 | 40.03 | 0.03 |
| 2026-04-19 | 43.45 | -0.61 |
| 2026-04-12 | 45.87 | 0.87 |
| 2026-04-05 | 47.93 | 0.20 |
| 2026-03-29 | 53.38 | -0.54 |
| 2026-03-22 | 56.18 | 2.04 |
| 2026-03-15 | 52.52 | -2.23 |
| 2026-03-08 | 60.49 | 1.58 |
| 2026-03-01 | 54.70 | -15.18 |
| 2026-02-22 | 52.22 | -14.08 |
| 2026-02-15 | 50.93 | -14.09 |
| 2026-02-08 | 55.54 | -5.24 |
| 2026-02-01 | 47.31 | 7.05 |
| 2026-01-25 | 39.60 | 5.71 |
| 2026-01-18 | 39.20 | 6.74 |
| 2026-01-11 | 41.86 | 5.15 |
| 2026-01-04 | 44.49 | 4.57 |
| 2025-12-28 | 42.49 | -1.76 |
| 2025-12-21 | 45.57 | -2.32 |
| 2025-12-14 | 46.46 | -5.46 |
| 2025-12-07 | 51.46 | -1.41 |
| 2025-11-30 | 48.74 | -4.04 |
| 2025-11-23 | 58.30 | 5.82 |
| 2025-11-16 | 48.74 | 2.15 |
| 2025-11-09 | 46.70 | -12.20 |