What is DVOL?

Deribit Implied Volatility Index

DVOL is Deribit's cryptocurrency implied-volatility index derived from options prices. It summarizes the market's priced volatility, not whether the underlying asset will rise or fall.

In this guide
  1. 01Implied versus realized volatility
  2. 02Interpreting the level
01

Implied versus realized volatility

Implied volatility is extracted from option prices and reflects forward-looking pricing under the index methodology. Realized volatility is calculated from past price moves.

A high reading signals expensive or strongly demanded volatility exposure, but it does not identify direction.

02

Interpreting the level

Compare the current level with its own history and term structure. Cross-asset comparisons require care because Bitcoin and Ether have different distributions from equities.

The index itself is not a position; actual option returns also depend on strike, expiry, skew, and realized movement.

Frequently asked questions

QIs DVOL a price-direction signal?

No. It measures implied magnitude, not bullish or bearish direction.

QIs DVOL identical to VIX?

No. They use different underlying options markets and methodologies.

Open the live tool

View volatility data

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