期权波动率 DVOL
Deribit DVOL 隐含波动率 + IV-RV 价差 · 期权市场定价的预期年化波动
当前值
43.45
正常
2026-06-24
解读分带:
低波动 / 平静
|
正常
|
高波动 / 恐慌
期权波动率 DVOL
DVOL = 期权隐含的未来30天年化波动率; IV-RV价差>0 = 期权定价波动高于已实现 (波动风险溢价/恐慌)。
历史数据 (1w)
| 日期 | DVOL (年化%) | IV-RV 价差 |
|---|---|---|
| 2026-06-24 | 43.45 | -5.39 |
| 2026-06-22 | 41.16 | -7.21 |
| 2026-06-15 | 40.66 | -5.95 |
| 2026-06-08 | 49.87 | 6.03 |
| 2026-06-01 | 36.40 | 5.88 |
| 2026-05-25 | 36.37 | 5.63 |
| 2026-05-18 | 40.37 | 7.92 |
| 2026-05-11 | 38.82 | 3.37 |
| 2026-05-04 | 38.81 | 1.68 |
| 2026-04-27 | 40.38 | 0.31 |
| 2026-04-20 | 43.54 | -0.57 |
| 2026-04-13 | 45.45 | 0.49 |
| 2026-04-06 | 48.33 | 0.67 |
| 2026-03-30 | 54.62 | 0.61 |
| 2026-03-23 | 56.81 | 2.75 |
| 2026-03-16 | 52.76 | -1.98 |
| 2026-03-09 | 60.78 | 2.16 |
| 2026-03-02 | 55.62 | -14.25 |
| 2026-02-23 | 52.03 | -14.10 |
| 2026-02-16 | 51.04 | -14.20 |
| 2026-02-09 | 56.98 | -4.25 |
| 2026-02-02 | 48.74 | 7.28 |
| 2026-01-26 | 40.62 | 6.41 |
| 2026-01-19 | 39.33 | 7.19 |
| 2026-01-12 | 41.47 | 4.99 |
| 2026-01-05 | 44.49 | 4.87 |
| 2025-12-29 | 41.94 | -2.09 |
| 2025-12-22 | 45.14 | -1.88 |
| 2025-12-15 | 46.90 | -4.64 |
| 2025-12-08 | 51.51 | -1.44 |
| 2025-12-01 | 48.58 | -4.04 |
| 2025-11-24 | 56.34 | 3.67 |
| 2025-11-17 | 49.55 | 2.50 |
| 2025-11-10 | 45.43 | -1.34 |
| 2025-11-03 | 44.51 | -11.42 |
| 2025-10-27 | 43.44 | -10.32 |
| 2025-10-20 | 47.54 | -3.88 |
| 2025-10-13 | 46.07 | -1.63 |
| 2025-10-06 | 38.35 | 11.80 |
| 2025-09-29 | 35.93 | 9.53 |
| 2025-09-22 | 34.44 | 5.72 |
| 2025-09-15 | 34.18 | 3.58 |
| 2025-09-08 | 37.79 | 4.45 |
| 2025-09-01 | 39.42 | 6.86 |
| 2025-08-25 | 35.22 | 3.71 |
| 2025-08-18 | 35.63 | 4.49 |
| 2025-08-11 | 35.53 | 3.90 |
| 2025-08-04 | 38.01 | 5.20 |
| 2025-07-28 | 39.52 | 8.02 |
| 2025-07-21 | 39.37 | 6.21 |
| 2025-07-14 | 39.01 | 7.38 |
| 2025-07-07 | 38.90 | 7.08 |
| 2025-06-30 | 39.08 | 5.87 |
| 2025-06-23 | 43.14 | 9.20 |
| 2025-06-16 | 42.76 | 7.31 |
| 2025-06-09 | 42.52 | 6.23 |
| 2025-06-02 | 45.11 | 7.87 |
| 2025-05-26 | 49.33 | 12.41 |
| 2025-05-19 | 45.08 | 9.37 |
| 2025-05-12 | 47.14 | 10.44 |
| 2025-05-05 | 46.03 | -1.31 |
| 2025-04-28 | 48.15 | -3.28 |
| 2025-04-21 | 48.16 | -1.93 |
| 2025-04-14 | 56.11 | 4.88 |
| 2025-04-07 | 61.11 | 12.26 |
| 2025-03-31 | 53.72 | -5.74 |
| 2025-03-24 | 47.79 | -18.76 |
| 2025-03-17 | 55.11 | -10.77 |
| 2025-03-10 | 58.71 | -2.72 |
| 2025-03-03 | 56.93 | 1.60 |
| 2025-02-24 | 48.32 | 3.47 |
| 2025-02-17 | 51.02 | -7.67 |
| 2025-02-10 | 54.32 | -5.83 |
| 2025-02-03 | 58.66 | 0.71 |
| 2025-01-27 | 56.85 | 0.78 |
| 2025-01-20 | 67.38 | 18.92 |
| 2025-01-13 | 59.59 | 10.50 |
| 2025-01-06 | 59.64 | 9.85 |
| 2024-12-30 | 60.39 | 5.37 |
| 2024-12-23 | 60.67 | 5.37 |
| 2024-12-16 | 60.10 | 8.05 |
| 2024-12-09 | 57.33 | -1.18 |
| 2024-12-02 | 57.19 | 1.96 |
| 2024-11-25 | 64.08 | 9.75 |
| 2024-11-18 | 57.46 | 5.31 |
| 2024-11-11 | 53.35 | 10.68 |
| 2024-11-04 | 62.54 | 23.64 |
| 2024-10-28 | 57.22 | 18.36 |
| 2024-10-21 | 56.63 | 18.28 |
| 2024-10-14 | 57.09 | 17.68 |
| 2024-10-07 | 57.03 | 15.53 |
| 2024-09-30 | 54.01 | 9.63 |
| 2024-09-23 | 51.10 | 3.25 |
| 2024-09-16 | 53.23 | 4.82 |
| 2024-09-09 | 59.08 | 7.48 |
| 2024-09-02 | 53.84 | -14.99 |
| 2024-08-26 | 54.23 | -14.67 |
| 2024-08-19 | 55.45 | -12.86 |
| 2024-08-12 | 56.76 | -10.31 |
| 2024-08-05 | 55.08 | 4.42 |
| 2024-07-29 | 52.62 | 2.58 |
| 2024-07-22 | 66.22 | 17.58 |
| 2024-07-15 | 48.94 | 2.49 |
| 2024-07-08 | 50.57 | 8.13 |
| 2024-07-01 | 45.32 | 7.12 |
| 2024-06-24 | 48.06 | 10.90 |
| 2024-06-17 | 48.28 | 9.97 |
| 2024-06-10 | 51.81 | 12.82 |
| 2024-06-03 | 51.42 | 10.47 |
| 2024-05-27 | 53.66 | 7.43 |
| 2024-05-20 | 57.34 | 10.68 |
| 2024-05-13 | 54.70 | -4.98 |
| 2024-05-06 | 58.72 | -2.74 |
| 2024-04-29 | 56.90 | -3.14 |
| 2024-04-22 | 72.42 | 10.43 |
| 2024-04-15 | 72.38 | 7.71 |
| 2024-04-08 | 77.17 | 13.96 |
| 2024-04-01 | 76.75 | 6.19 |
| 2024-03-25 | 71.80 | -2.00 |
| 2024-03-18 | 75.97 | 9.64 |
| 2024-03-11 | 79.60 | 20.32 |
| 2024-03-04 | 71.73 | 25.45 |
| 2024-02-26 | 55.15 | 16.93 |
| 2024-02-19 | 57.45 | 17.83 |
| 2024-02-12 | 51.29 | 11.46 |
| 2024-02-05 | 42.96 | -7.87 |
| 2024-01-29 | 45.08 | -16.47 |
| 2024-01-22 | 47.61 | -18.82 |
| 2024-01-15 | 56.15 | -20.01 |
| 2024-01-08 | 71.70 | -3.68 |