DVOL Futures

  • Updated

DVOL futures on Deribit are cash settled in USDC. When the contract expires, the expiration price is calculated as the 60 minute time weighted average price (TWAP) of the Deribit volatility index (DVOL).

Max Amount (Coins) is the maximum allowed position size for Standard Margin accounts, measured in BTCDVOL. These values apply from 24 September 2026 at 09:00 UTC. Initial and maintenance margin follow the Standard Margin framework; BTCDVOL futures are in Tier 6.

Futures

BTCDVOL

Symbol

BTCDVOL_USDC-DDMMMYY

Date: (2 numbered date, 3 letters of month, 2 numbers of year)

Underlying Asset / Ticker

DVOL of BTC / 1 USDC per Index Point, with contract size 0.1 BTCDVOL

Type

Linear

Category

Future

Trading hours

24/7

Quoted Currency

USD

Margin Currency

USDC

Maximum leverage (based on Initial Margin)

x10

Mark price

Mark Price = Index Price + 30 seconds EMA of (Futures Market Price - Index Price)

The Market Price is the last traded futures price if it falls between the current best bid and the best ask. Otherwise if the last traded price is lower than the best bid, the Market Price will be the best bid. If the last traded price is higher than the best ask, the Market Price will be the best ask.

Funding damper

-

Funding cap

-

Delivery price

Time-weighted average of BTCDVOL Index, as measured between 07:00 and 08:00 UTC

Settlement method

Cash settlement in USDC

Settlement

Daily at 8:00 AM UTC

Expiration dates

Wednesday 8:00 AM UTC

Liquidation fees

-

Contract size

0.1 BTCDVOL

Minimum order size

0.1 BTCDVOL

Minimum tick size

0.1 USDC

Minimum block size

200,000 USDC

Minimum block tick size

-

Max Amount (Coins)

50,000 BTCDVOL

Trading bandwidths

-