Market Dashboard
A live snapshot of one exchange/asset: spot, implied and realized volatility, the IV term structure and smile, the forward curve, and the scanner's own top candidates for the selected expiry.
Market Overview
Realized volatility last computed 05:38:40 UTC.
Term Structure?
At-the-money implied volatility across every expiry currently tracked.
Volatility Smile?
Implied volatility across strikes for the selected expiry (the out-of-the-money side at each strike), within 3 standard deviations of the forward.
Forward Curve?
Each expiry's forward price as quoted by the exchange itself, against the spot index -- the market's implied carry (funding/interest) for holding the asset until that date.
| Expiry | DTE? | Forward | Basis | Annualized |
|---|---|---|---|---|
| 02 Oct 2026 | 0.1 | $86057.3800 | +0.004% | — |
| 03 Oct 2026 | 1.1 | $86057.0600 | +0.003% | — |
| 04 Oct 2026 | 2.1 | $86071.9400 | +0.021% | — |
| 05 Oct 2026 | 3.1 | $86094.0100 | +0.046% | — |
| 09 Oct 2026 | 7.1 | $86141.4300 | +0.101% | +5.2% |
| 16 Oct 2026 | 14.1 | $86232.6900 | +0.207% | +5.4% |
| 23 Oct 2026 | 21.1 | $86322.5300 | +0.312% | +5.4% |
| 30 Oct 2026 | 28.1 | $86406.9200 | +0.410% | +5.3% |
| 27 Nov 2026 | 56.1 | $86783.4000 | +0.847% | +5.5% |
| 25 Dec 2026 | 84.1 | $87115.8100 | +1.234% | +5.4% |
The annualized rate is shown only from 7 days out: below that, a few dollars of ordinary price noise between forward and index turn into meaningless double-digit annualized numbers.
History
How this market got here. DVOL and its realized counterpart come from Deribit's free public history, back to March 2021; the rest is BOSS's own recording of the selected exchange's surface, every 5 minutes and every hour. Recording since 2026-09-29 17:00 UTC.
DVOL vs. Realized Volatility (Deribit)
Deribit's 30-day implied volatility index against the 30-day volatility the perpetual actually realized. Implied above realized means options were priced for more movement than happened.
DVOL (30-day implied) Realized, 30 days
ATM Implied Volatility
At-the-money IV at constant 30- and 7-day maturities, interpolated in total variance between listed expiries.
30 days 7 days
Source: rebuilt per day from Deribit's historical option trades (median trade IV by delta band) -- the recording doesn't cover this period yet. A different estimator than the recording: on days of extreme moves it can sit well below DVOL's end-of-day close.
25Δ Skew and Risk Reversal (30 days)
Skew: 25-delta put IV minus ATM IV, in volatility points -- how much more downside protection costs. Risk reversal: 25-delta call minus 25-delta put; negative means puts are priced above calls.
Put skew (25Δ put − ATM) Risk reversal (25Δ call − 25Δ put)
Source: rebuilt per day from Deribit's historical option trades (median trade IV by delta band) -- the recording doesn't cover this period yet. A different estimator than the recording: on days of extreme moves it can sit well below DVOL's end-of-day close.
Term Structure: Now vs. a Week Ago
ATM IV by days to expiry, now and from the hourly record closest to 7 days ago (the oldest one, until a week has been recorded).
Now 2026-09-25 00:00 UTC
The earlier curve is rebuilt from that day's Deribit trades (DTE at the day's noon).
Interesting Structures
The scanner's own top candidates, narrowed to this exchange, asset and expiry.
| Strategy | Credit/Debit | Max Profit? | Max Loss? | Prob. of Profit? | Max Profit / Max Loss? |
|---|---|---|---|---|---|
| Call Ratio Backspread88000/92000 | -$72.1411 | Uncapped | -$3927.8589 | 72% | — |
| Bear Call Spread88000/90000 | -$344.5311 | $344.5311 | -$1655.4689 | 72% | 0.21× |
| Short Call Butterfly87000/89000/92000 | -$35.5951 | $1035.5951 | -$1964.4049 | 71% | 0.53× |
| Bull Put Spread81000/85000 | -$714.9456 | $714.9456 | -$3285.0544 | 67% | 0.22× |
| Short Iron Condor78000/80000/88000/90000 | -$359.5976 | $359.5976 | -$1640.4024 | 67% | 0.22× |
| Put Ratio Backspread82000/85000 | -$215.3579 | Uncapped | -$2784.6421 | 66% | — |
| Short Put Ladder81000/83000/85000 | -$129.2639 | Uncapped | -$1870.7361 | 65% | — |
| Short Call Ladder87000/89000/92000 | -$268.1678 | Uncapped | -$1731.8322 | 65% | — |
Probability of profit uses a single (ATM) volatility and ignores skew, so it is an approximation. A high Max Profit / Max Loss usually comes with a low probability of profit, and vice versa -- neither column alone says a trade is good. The default order ranks structures that risk more than 5x what they can make (below 0.20×) after the rest, and uncapped-loss structures last.
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