Published daily report data
BTC options metrics: 2026-08-11
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 | 28.62% | -1.54 | -3.03% | 0.36 | 1.71% | 0.08 |
| 2W | 30.54% | -0.75 | -3.70% | -0.08 | 1.76% | 0.06 |
| 1M | 34.03% | -0.20 | -4.47% | -0.25 | 2.05% | -0.07 |
| 3M | 38.19% | 0.09 | -4.69% | -0.03 | 2.27% | -0.15 |
| 6M | 40.48% | 0.06 | -4.27% | -0.15 | 2.43% | -0.05 |
| 9M | 41.50% | 0.01 | -4.01% | -0.16 | 2.39% | -0.06 |
| 1Y | 42.26% | -0.04 | -3.88% | -0.22 | 2.32% | -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.