期权波动率 DVOL
BTC · Deribit 隐含波动与 IV-RV 价差
36.89
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 |
|---|---|---|
| 2026-09-24 | 36.89 | 0.07 |
| 2026-09-20 | 35.26 | -2.58 |
| 2026-09-13 | 37.90 | -1.71 |
| 2026-09-06 | 38.74 | 0.79 |
| 2026-08-30 | 36.95 | 1.47 |
| 2026-08-23 | 41.71 | 8.93 |
| 2026-08-16 | 35.30 | 9.60 |
| 2026-08-09 | 34.47 | 6.33 |
| 2026-08-02 | 35.26 | 3.60 |
| 2026-07-26 | 37.49 | 2.59 |
| 2026-07-19 | 35.92 | -3.93 |
| 2026-07-12 | 36.16 | -5.26 |
| 2026-07-05 | 39.38 | -7.97 |
| 2026-06-28 | 46.99 | -4.61 |
| 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 |