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 | 0.0 | $86046.5900 | +0.016% | — |
| 03 Oct 2026 | 1.0 | $86038.5200 | +0.006% | — |
| 04 Oct 2026 | 2.0 | $86052.8700 | +0.023% | — |
| 05 Oct 2026 | 3.0 | $86073.5300 | +0.047% | — |
| 09 Oct 2026 | 7.0 | $86122.8900 | +0.104% | +5.4% |
| 16 Oct 2026 | 14.0 | $86211.5500 | +0.207% | +5.4% |
| 23 Oct 2026 | 21.0 | $86299.9400 | +0.310% | +5.4% |
| 30 Oct 2026 | 28.0 | $86387.6500 | +0.412% | +5.4% |
| 27 Nov 2026 | 56.0 | $86759.7700 | +0.845% | +5.5% |
| 25 Dec 2026 | 84.0 | $87091.6600 | +1.230% | +5.3% |
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? |
|---|---|---|---|---|---|
| Short Call Butterfly87000/89000/92000 | -$13.4587 | $1013.4587 | -$1986.5413 | 70% | 0.51× |
| Bear Call Spread87000/92000 | -$849.0127 | $849.0127 | -$4150.9873 | 68% | 0.20× |
| Bull Put Spread81000/85000 | -$671.8882 | $671.8882 | -$3328.1118 | 68% | 0.20× |
| Call Ratio Backspread87000/90000 | -$241.1907 | Uncapped | -$2758.8093 | 67% | — |
| Short Call Ladder87000/89000/92000 | -$263.2635 | Uncapped | -$1736.7365 | 65% | — |
| Short Iron Condor82000/85000/94000/95000 | -$559.3686 | $559.3686 | -$2440.6314 | 65% | 0.23× |
| Short Call Condor86000/88000/90000/92000 | -$409.7017 | $409.7017 | -$1590.2983 | 62% | 0.26× |
| Put Ratio Backspread83000/86000 | -$310.1023 | Uncapped | -$2689.8977 | 60% | — |
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.
View the full Scanner →