🦞 IBIT Options Analysis

Snapshot: 2026-07-27 14:02:00 · Generated: 2026-07-29 21:34 · 1121 calls, 1085 puts, 20 expiries
$36.35
Underlying
-49.0%
52-Week Drawdown
44.7%
HV (21d)
38.8%
ATM IV
-6.0pp
IV − HV Spread

Butterfly Price & Risk-Neutral Density

Volatility Smile by Expiry

IV Term Structure

Volatility Surface

Volatility Cone

Skew Term Structure

Open Interest Profile

IV/HV Timeline

Vol Regime Forward Returns

HV History with Regime Shading

Rolling Volatility Percentile

Forward Return Distribution by Regime

Density Heatmap Over Time

ATM IV by Expiry

Expiry Days To Expiry Atm Iv Call Iv Put Iv
0 2026-07-31 1 38.77 45.70 31.84
1 2026-08-07 8 36.08 39.94 32.23
2 2026-08-14 15 36.11 39.60 32.62
3 2026-08-21 22 36.79 40.53 33.06
4 2026-08-28 29 36.45 39.89 33.01
5 2026-08-31 32 37.50 40.87 34.13
6 2026-09-04 36 37.67 41.21 34.13
7 2026-09-18 50 38.56 42.29 34.84
8 2026-10-16 78 40.28 44.34 36.23
9 2026-11-20 113 41.97 46.34 37.60
10 2026-11-30 123 42.35 46.83 37.87
11 2026-12-18 141 43.29 47.71 38.87
12 2027-01-15 169 43.68 48.23 39.12
13 2027-02-19 204 44.23 49.08 39.38
14 2027-03-19 232 44.57 49.56 39.58
15 2027-06-17 322 45.08 50.56 39.60
16 2027-12-17 505 47.07 53.80 40.34
17 2028-01-21 540 47.95 54.26 41.64
18 2028-06-16 687 49.67 56.93 42.41
19 2028-12-15 869 52.17 60.52 43.82

Skew Metrics

Atm Iv Put 90 Iv Put Skew 90 Call 110 Iv Call Skew 110 Risk Reversal
0 37.21 47.66 10.45 36.38 -0.83 11.28

IV / HV Spread by Expiry

Expiry Days To Expiry Atm Iv Hv Spread
0 2026-07-31 1 38.77 38.39 0.38
1 2026-08-07 8 36.08 38.39 -2.30
2 2026-08-14 15 36.11 38.39 -2.28
3 2026-08-21 22 36.79 38.39 -1.60
4 2026-08-28 29 36.45 38.39 -1.94
5 2026-08-31 32 37.50 38.39 -0.89
6 2026-09-04 36 37.67 38.39 -0.72
7 2026-09-18 50 38.56 38.39 0.17
8 2026-10-16 78 40.28 38.39 1.89
9 2026-11-20 113 41.97 38.39 3.58
10 2026-11-30 123 42.35 38.39 3.96
11 2026-12-18 141 43.29 38.39 4.90
12 2027-01-15 169 43.68 38.39 5.29
13 2027-02-19 204 44.23 38.39 5.84
14 2027-03-19 232 44.57 38.39 6.18
15 2027-06-17 322 45.08 38.39 6.69
16 2027-12-17 505 47.07 38.39 8.68
17 2028-01-21 540 47.95 38.39 9.56
18 2028-06-16 687 49.67 38.39 11.28
19 2028-12-15 869 52.17 38.39 13.78