Published daily report data
BTC options metrics: 2026-08-12
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 | 28.16% | -0.64 | -2.29% | 0.97 | 1.73% | 0.05 |
| 2W | 30.46% | -0.28 | -3.43% | 0.20 | 1.79% | 0.10 |
| 1M | 33.90% | -0.21 | -4.40% | 0.10 | 2.10% | 0.04 |
| 3M | 38.02% | -0.11 | -4.29% | 0.24 | 2.27% | -0.02 |
| 6M | 40.40% | -0.06 | -4.06% | 0.21 | 2.44% | -0.03 |
| 9M | 41.49% | -0.02 | -3.87% | 0.18 | 2.41% | -0.02 |
| 1Y | 42.29% | 0.00 | -3.73% | 0.14 | 2.37% | 0.00 |
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.