Bitcoin Implied Volatility: How to Read DVOL
What Deribit's DVOL index measures, how a year of implied volatility compared with what bitcoin then did, and why ether's reading never came down to bitcoin's.
What Deribit's DVOL index measures, how a year of implied volatility compared with what bitcoin then did, and why ether's reading never came down to bitcoin's.
Every daily entry since 2011 held for one, two and four years: how many ended in loss, what the median produced, and where the four-year rule already bends.
A single 0–100 reading of how hot the BTC and ETH market is versus its own last four years: four components, five zones, and where the index is weak.
Price divided by its 200-day average. What eight years of data say about the distribution, the 2.4 threshold, and why we rank it as a percentile.
The average weekly close over four years. How often price falls below it, why Bitcoin's baseline behaves differently from Ethereum's, and today's reading.
What $100 a week into BTC and ETH actually produced from four different start dates, including the losses — plus how little the schedule matters.
Returns, volatility, drawdowns and the ETH/BTC ratio over nine years of our own data — and why a 0.86 correlation makes a split less protective than it looks.