Published daily report data
BTC options metrics: 2026-08-20
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 | 38.54% | 2.70 | 1.64% | 0.14 | 2.14% | -0.12 |
| 2W | 36.87% | 1.90 | 1.62% | 1.31 | 2.06% | -0.29 |
| 1M | 37.34% | 0.35 | -0.63% | 0.81 | 2.17% | -0.25 |
| 3M | 39.56% | -0.08 | -2.03% | 1.32 | 2.29% | -0.24 |
| 6M | 41.09% | -0.17 | -2.37% | 1.13 | 2.35% | -0.19 |
| 9M | 41.97% | -0.23 | -2.50% | 0.92 | 2.22% | -0.24 |
| 1Y | 42.67% | -0.28 | -2.49% | 0.83 | 2.11% | -0.31 |
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.