Published daily report data
BTC options metrics: 2026-08-10
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 | 29.78% | 1.39 | -3.11% | -0.98 | 1.65% | 0.16 |
| 2W | 30.90% | 1.98 | -3.50% | -1.01 | 1.68% | 0.15 |
| 1M | 33.91% | 1.61 | -4.20% | -0.67 | 2.14% | 0.21 |
| 3M | 38.00% | 0.87 | -4.55% | -0.23 | 2.37% | 0.01 |
| 6M | 40.40% | 0.38 | -4.22% | -0.05 | 2.48% | -0.01 |
| 9M | 41.42% | 0.18 | -3.96% | 0.07 | 2.46% | 0.05 |
| 1Y | 42.14% | 0.04 | -3.80% | 0.14 | 2.44% | 0.12 |
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.