Cookies on IntraAlpha Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Digital Assets: highest implied volatility
EXP 2026-11-20 Data details
- Coverage
- 3 / 3
- Comparison
- One expiry; stocks and funds. No liquidity or trading suitability filter.
- 50Δ IV
- Mean call and put annualized IV.
- Implied move
- 50Δ call plus put premium divided by underlying price.
- 25Δ spread
- Put IV minus call IV in percentage points.
- Unavailable
- —
- Methodology
- Delta calculations
- Data
- JSON