Estimated price-move range
What size move does each expiry's volatility imply?
This translates an annualised volatility input into a simple price range around today's index price for the time left to each expiry. It is a model estimate, not a confidence guarantee or a trading target.
For example, with a $100 price, 50% annualised IV and 30 days left, the calculation gives roughly $85.7 to $114.3. The real price can move outside it. Prices do not follow a perfect normal distribution, especially during sudden events.
Move = current index price × nearest-strike at-the-money IV / 100 × square root(days remaining / 365). Plot spot ± move; floor the lower price at zero. Uses each expiry's mark IV, not a constant 30-day series.
Deribit only; no historical series or dealer-position inference. Current active instruments only. Not a price prediction.
Deribit production public API: instrument metadata, market summaries and index price.
Deribit · active inverse options · current snapshot