Published daily report data
BTC options metrics: 2026-08-09
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 | 28.07% | 1.63 | -2.21% | 0.16 | 1.43% | 0.12 |
| 2W | 29.07% | 1.05 | -2.45% | 0.44 | 1.51% | 0.12 |
| 1M | 32.56% | 0.48 | -3.62% | 0.15 | 1.94% | 0.05 |
| 3M | 37.26% | 0.13 | -4.27% | -0.18 | 2.33% | 0.08 |
| 6M | 40.11% | 0.08 | -4.22% | -0.19 | 2.48% | 0.09 |
| 9M | 41.33% | 0.06 | -4.07% | -0.22 | 2.39% | 0.00 |
| 1Y | 42.21% | 0.01 | -3.92% | -0.18 | 2.26% | -0.08 |
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.