Volatility Term Structure

Options

Description

In the futures world, the term structure refers to the 2D relationship between the different prices and the different expirations of the dated futures. When talking about IV, the term structure plots the relative implied volatilities across the different expiration dates, and can tell us as to when the market is predicting a large move in price around a certain period.

Embed Chart

Paste this code snippet onto your page

<iframe width="768" height="360" frameborder="0" scrolling="no" src="https://gains.finance/options/btc/volatility-term-structure?embed=true"></iframe>