Published daily report data
BTC options metrics: 2026-08-01
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 31.65% | -0.02 | -3.90% | 0.17 | 1.84% | 0.19 |
| 2W | 32.08% | -0.02 | -4.48% | 0.32 | 1.92% | 0.20 |
| 1M | 33.39% | 0.41 | -5.17% | -0.06 | 2.07% | -0.04 |
| 3M | 37.02% | -0.06 | -5.28% | -0.33 | 2.24% | 0.07 |
| 6M | 40.09% | -0.07 | -4.85% | -0.41 | 2.63% | 0.03 |
| 9M | 41.37% | 0.00 | -4.44% | -0.23 | 2.62% | -0.03 |
| 1Y | 42.33% | 0.10 | -3.95% | 0.01 | 2.51% | -0.21 |
Realised volatility
Unavailable.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- Source report: BTC
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.