Published daily report data
BTC options metrics: 2026-08-15
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 | 26.71% | 0.38 | -3.03% | -0.10 | 1.53% | 0.06 |
| 2W | 29.18% | -0.05 | -3.71% | -0.55 | 1.69% | 0.11 |
| 1M | 33.05% | 0.12 | -4.50% | -0.19 | 2.08% | 0.09 |
| 3M | 37.51% | 0.09 | -4.36% | 0.09 | 2.36% | 0.09 |
| 6M | 39.92% | 0.03 | -3.95% | 0.09 | 2.41% | 0.05 |
| 9M | 41.16% | 0.05 | -3.85% | -0.08 | 2.37% | 0.04 |
| 1Y | 42.03% | 0.09 | -3.82% | -0.19 | 2.30% | -0.03 |
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.