Published daily report data
BTC options metrics: 2026-08-21
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 | 44.02% | 4.73 | 1.47% | -0.23 | 2.33% | 0.09 |
| 2W | 41.37% | 3.88 | 2.71% | 1.03 | 2.53% | 0.45 |
| 1M | 40.31% | 2.81 | 1.06% | 1.58 | 2.76% | 0.60 |
| 3M | 41.60% | 2.03 | -1.04% | 1.31 | 2.70% | 0.41 |
| 6M | 42.57% | 1.50 | -0.75% | 1.83 | 2.67% | 0.31 |
| 9M | 43.11% | 1.16 | -0.42% | 2.22 | 2.52% | 0.26 |
| 1Y | 43.56% | 0.90 | -0.20% | 2.40 | 2.42% | 0.28 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV74.18%
- 7d RV44.90%
- 30d RV31.09%
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical BTC index databases
- 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.