Implied Volatility
The 30-day options-implied volatility of BTCS / BTCS Inc. is 134.41.
134.41%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-10 | 1.34 | 0.96 | |
| 2025-09-09 | 1.27 | 0.96 | |
| 2025-09-08 | 1.35 | 1.08 | |
| 2025-09-05 | 1.27 | 1.11 | |
| 2025-09-04 | 1.22 | 1.11 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-03 | 1.21 | 1.09 | |
| 2025-09-02 | 1.23 | 1.08 | |
| 2025-08-29 | 1.20 | 1.16 | |
| 2025-08-28 | 1.21 | 1.17 | |
| 2025-08-27 | 1.24 | 1.17 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-26 | 1.14 | 1.17 | |
| 2025-08-25 | 1.25 | 1.11 | |
| 2025-08-22 | 1.14 | 1.04 | |
| 2025-08-21 | 1.19 | 1.07 | |
| 2025-08-20 | 1.24 | 1.06 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
