Published daily report data
BTC options metrics: 2026-08-17
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 | 26.93% | -0.30 | -2.51% | 0.29 | 1.59% | 0.19 |
| 2W | 28.74% | -0.58 | -3.32% | 0.03 | 1.60% | 0.07 |
| 1M | 32.44% | -0.55 | -3.90% | 0.76 | 2.08% | -0.10 |
| 3M | 37.06% | -0.52 | -4.32% | 0.20 | 2.34% | -0.02 |
| 6M | 39.39% | -0.56 | -4.05% | -0.02 | 2.49% | 0.06 |
| 9M | 40.69% | -0.46 | -3.87% | -0.12 | 2.45% | 0.10 |
| 1Y | 41.65% | -0.31 | -3.72% | -0.19 | 2.40% | 0.11 |
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.