Published daily report data
BTC options metrics: 2026-08-18
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 | 27.28% | 0.35 | -2.05% | 0.46 | 1.47% | -0.12 |
| 2W | 28.65% | -0.09 | -3.20% | 0.12 | 1.58% | -0.02 |
| 1M | 32.68% | 0.24 | -3.98% | -0.08 | 2.10% | 0.02 |
| 3M | 37.26% | 0.20 | -4.43% | -0.11 | 2.39% | 0.05 |
| 6M | 39.75% | 0.36 | -4.13% | -0.08 | 2.49% | 0.00 |
| 9M | 41.02% | 0.33 | -3.97% | -0.10 | 2.51% | 0.06 |
| 1Y | 41.90% | 0.25 | -3.90% | -0.18 | 2.50% | 0.10 |
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.