SOL implied volatility
Implied volatility (IV) is the market's expectation of future price swings, derived from option prices and quoted as an annualised percentage. Values are the exchanges' own mark IV from Deribit, Bybit.
ATM implied volatility by expiry
At-the-money IV for each expiry (the term structure). A curve rising to the right means the market prices more uncertainty further out.
| Expiry | In | Deribit | Bybit |
|---|---|---|---|
| 14 Nov 2026 | 23h | 60.0% | 52.5% |
| 15 Nov 2026 | 2d | 52.9% | 53.9% |
| 16 Nov 2026 | 3d | — | 51.9% |
| 20 Nov 2026 | 7d | 59.3% | 59.5% |
| 27 Nov 2026 | 14d | 57.4% | 57.4% |
| 4 Dec 2026 | 21d | — | 57.4% |
| 25 Dec 2026 | 42d | 56.9% | 58.1% |
| 26 Mar 2027 | 133d | 57.5% | — |
Volatility smile, 26 Mar 2027 expiry
IV by strike for one expiry (in 133d), using out-of-the-money options: puts below the price, calls above. A steeper left side means downside protection is in demand.
Updated 13 Nov 2026, 09:15 UTC.
This data shows where the positions are. It does not say where the price gets stuck.
That takes one more step: turning the positions into a ceiling, a balance point and a floor. Subscribers get the three numbers for every expiry.
Open the desk for $15- Ceiling
- 00,000
- Balance
- 00,000
- Floor
- 00,000
Market data collected from the public APIs of Deribit, Bybit, OKX and Binance. For information only, not financial advice.