Published daily report data
BTC options metrics: 2026-08-22
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 | 43.71% | -1.25 | 0.66% | -0.86 | 2.46% | 0.08 |
| 2W | 41.29% | -0.91 | 1.71% | -1.23 | 2.85% | 0.17 |
| 1M | 40.12% | -0.50 | 0.52% | -0.36 | 2.80% | -0.06 |
| 3M | 40.74% | -0.90 | -1.05% | -0.18 | 2.69% | -0.02 |
| 6M | 41.46% | -1.17 | -1.29% | -0.46 | 2.65% | 0.08 |
| 9M | 41.74% | -1.41 | -1.37% | -0.62 | 2.57% | 0.02 |
| 1Y | 41.95% | -1.62 | -1.47% | -0.81 | 2.49% | -0.07 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV60.41%
- 7d RV50.10%
- 30d RV32.57%
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.