Published daily report data
BTC options metrics: 2026-08-14
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 | 26.49% | -0.55 | -3.11% | -2.12 | 1.51% | -0.02 |
| 2W | 29.25% | -0.95 | -3.02% | -0.29 | 1.58% | -0.05 |
| 1M | 32.97% | -0.58 | -4.37% | -0.51 | 2.03% | 0.11 |
| 3M | 37.22% | -0.72 | -4.45% | -0.20 | 2.35% | 0.14 |
| 6M | 39.81% | -0.51 | -4.17% | -0.22 | 2.39% | 0.04 |
| 9M | 41.03% | -0.32 | -3.79% | -0.05 | 2.33% | -0.03 |
| 1Y | 41.85% | -0.26 | -3.49% | 0.05 | 2.27% | -0.05 |
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.