Published daily report data
BTC options metrics: 2026-08-08
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 | 26.85% | 0.97 | -2.48% | 0.26 | 1.26% | -0.06 |
| 2W | 28.26% | 0.30 | -3.00% | 0.52 | 1.42% | -0.18 |
| 1M | 32.16% | 0.13 | -3.85% | 0.34 | 1.93% | 0.00 |
| 3M | 37.21% | 0.18 | -4.04% | 0.35 | 2.26% | 0.01 |
| 6M | 40.05% | 0.07 | -4.01% | 0.16 | 2.45% | 0.04 |
| 9M | 41.29% | 0.18 | -3.84% | 0.07 | 2.40% | -0.01 |
| 1Y | 42.20% | 0.36 | -3.76% | -0.06 | 2.36% | -0.06 |
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.