Published daily report data
BTC options metrics: 2026-08-03
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 | 30.39% | -1.25 | -3.70% | -0.04 | 1.94% | 0.10 |
| 2W | 30.74% | -0.86 | -4.36% | 0.22 | 1.92% | 0.06 |
| 1M | 32.63% | -0.43 | -4.76% | 0.74 | 2.10% | 0.00 |
| 3M | 36.64% | -0.19 | -5.04% | 0.39 | 2.22% | 0.03 |
| 6M | 39.68% | -0.27 | -4.73% | 0.08 | 2.51% | 0.02 |
| 9M | 40.97% | -0.26 | -4.51% | -0.01 | 2.47% | -0.03 |
| 1Y | 41.92% | -0.23 | -4.15% | 0.04 | 2.39% | -0.08 |
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.