Published daily report data
BTC options metrics: 2026-08-06
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 | 28.32% | -0.20 | -2.40% | -0.22 | 1.46% | 0.10 |
| 2W | 29.74% | 0.44 | -3.78% | -0.06 | 1.52% | -0.16 |
| 1M | 32.73% | 0.57 | -4.42% | 0.10 | 2.04% | -0.04 |
| 3M | 37.01% | 0.19 | -4.63% | -0.02 | 2.33% | 0.04 |
| 6M | 39.87% | 0.02 | -4.40% | -0.02 | 2.54% | 0.08 |
| 9M | 41.05% | -0.01 | -4.05% | 0.10 | 2.49% | 0.08 |
| 1Y | 41.88% | -0.03 | -3.71% | 0.18 | 2.39% | 0.10 |
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.