Published daily report data
BTC options metrics: 2026-08-16
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 | 27.12% | 0.88 | -2.81% | 0.15 | 1.39% | -0.11 |
| 2W | 29.29% | 0.36 | -3.35% | 0.29 | 1.53% | -0.15 |
| 1M | 33.00% | 0.08 | -4.66% | -0.17 | 2.16% | 0.09 |
| 3M | 37.58% | 0.11 | -4.53% | -0.17 | 2.37% | 0.03 |
| 6M | 39.95% | 0.06 | -4.03% | -0.08 | 2.43% | 0.00 |
| 9M | 41.15% | 0.01 | -3.75% | 0.09 | 2.35% | -0.03 |
| 1Y | 41.96% | -0.05 | -3.53% | 0.29 | 2.29% | -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.