Published daily report data
BTC options metrics: 2026-08-05
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 | 29.16% | 0.65 | -2.40% | 0.71 | 1.40% | -0.13 |
| 2W | 29.75% | 0.53 | -3.52% | 0.62 | 1.58% | -0.22 |
| 1M | 32.53% | 0.67 | -4.35% | 0.22 | 2.07% | 0.02 |
| 3M | 36.88% | 0.44 | -4.62% | 0.21 | 2.32% | 0.15 |
| 6M | 39.89% | 0.30 | -4.42% | 0.16 | 2.50% | 0.00 |
| 9M | 41.11% | 0.22 | -4.22% | 0.10 | 2.44% | 0.04 |
| 1Y | 41.98% | 0.14 | -3.99% | 0.11 | 2.31% | 0.03 |
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.