Published daily report data
BTC options metrics: 2026-08-02
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 | 32.04% | -0.42 | -3.27% | 1.08 | 1.79% | -0.10 |
| 2W | 31.95% | -0.64 | -4.35% | 0.89 | 1.91% | 0.07 |
| 1M | 32.97% | -0.56 | -4.96% | 0.61 | 2.06% | -0.09 |
| 3M | 36.88% | -0.22 | -5.37% | -0.01 | 2.17% | 0.03 |
| 6M | 39.85% | -0.34 | -4.99% | -0.28 | 2.55% | -0.04 |
| 9M | 41.16% | -0.34 | -4.65% | -0.32 | 2.51% | -0.04 |
| 1Y | 42.20% | -0.24 | -4.20% | -0.22 | 2.44% | 0.00 |
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.