Vol Risk Premium — Implied vs Realized Volatility (DVOL) ☼「SolAtlas」
See if BTC/ETH options price bigger moves than the market is making. DVOL vs realized vol, priced vs actual daily move, and past outcomes. Join the Discord: discord.gg/V4aVC5tzm5
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|---|---|---|
vrp_ci | data only | lower | default |
vrp | histogram | lower | 3 colors, width 0.8, colored by vrp_ci |
head_ci | data only | overlay | default |
Params
| Name | Default | Min | Max |
|---|---|---|---|
rv_days | 30 | 3 | 120 |
Inputs
| Input | Source | Selection |
|---|---|---|
close | ohlcv | field close |
dvol | volatility_index | field close, missing nan |
open | ohlcv | field open |
high | ohlcv | field high |
low | ohlcv | field low |
bar_t | time | field bar_open_sec |
Provenance
| ABI | wrun-3 |
|---|---|
| Source | Runs on OpenMarket's servers; not downloadable |
| Version | Published | Note |
|---|---|---|
| 0.1.1 | Oct 19, 2026 | |
| 0.1.0 | Oct 19, 2026 |