Published daily report data
BTC options metrics: 2026-08-07
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 | 26.07% | -2.11 | -2.63% | -0.22 | 1.33% | -0.12 |
| 2W | 27.90% | -1.72 | -3.27% | 0.50 | 1.59% | 0.06 |
| 1M | 32.12% | -0.49 | -3.94% | 0.47 | 1.94% | -0.11 |
| 3M | 37.19% | 0.14 | -4.17% | 0.48 | 2.23% | -0.08 |
| 6M | 39.98% | 0.14 | -4.04% | 0.36 | 2.42% | -0.12 |
| 9M | 41.09% | 0.07 | -3.86% | 0.20 | 2.44% | -0.04 |
| 1Y | 41.82% | -0.03 | -3.68% | 0.03 | 2.46% | 0.07 |
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.