Published daily report data
BTC options metrics: 2026-08-19
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 | 35.76% | 8.48 | 0.88% | 2.93 | 2.00% | 0.53 |
| 2W | 34.72% | 6.07 | -0.51% | 2.69 | 2.15% | 0.57 |
| 1M | 37.14% | 4.46 | -0.87% | 3.11 | 2.27% | 0.17 |
| 3M | 39.64% | 2.38 | -3.13% | 1.30 | 2.57% | 0.18 |
| 6M | 41.23% | 1.48 | -3.72% | 0.41 | 2.58% | 0.09 |
| 9M | 42.04% | 1.02 | -3.64% | 0.33 | 2.54% | 0.03 |
| 1Y | 42.76% | 0.86 | -3.49% | 0.41 | 2.47% | -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.