Published daily report data
BTC options metrics: 2026-08-04
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 | 29.08% | -1.84 | -3.26% | 0.66 | 1.54% | -0.34 |
| 2W | 29.80% | -1.15 | -4.07% | 0.29 | 1.57% | -0.35 |
| 1M | 32.39% | -0.46 | -4.66% | 0.23 | 2.06% | -0.03 |
| 3M | 36.58% | -0.11 | -4.97% | 0.26 | 2.25% | 0.04 |
| 6M | 39.68% | -0.08 | -4.66% | 0.12 | 2.54% | 0.00 |
| 9M | 40.93% | -0.07 | -4.43% | 0.06 | 2.49% | -0.06 |
| 1Y | 41.88% | 0.01 | -4.15% | -0.17 | 2.39% | -0.15 |
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.