Published daily report data
BTC options metrics: 2026-08-13
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 | 26.73% | -1.20 | -0.68% | 1.56 | 1.52% | -0.22 |
| 2W | 29.96% | -0.30 | -2.52% | 0.90 | 1.66% | -0.22 |
| 1M | 33.54% | -0.32 | -3.72% | 0.66 | 1.92% | -0.18 |
| 3M | 37.97% | -0.05 | -4.05% | 0.22 | 2.25% | -0.04 |
| 6M | 40.32% | -0.09 | -3.91% | 0.10 | 2.39% | -0.04 |
| 9M | 41.44% | -0.08 | -3.70% | 0.13 | 2.36% | -0.05 |
| 1Y | 42.25% | -0.07 | -3.50% | 0.21 | 2.32% | -0.07 |
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.