Published daily report data
BTC options metrics: 2026-08-23
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 | 43.57% | -0.05 | 1.31% | 0.76 | 2.59% | 0.14 |
| 2W | 41.01% | -0.13 | 1.67% | 0.21 | 2.67% | -0.13 |
| 1M | 39.86% | -0.24 | -0.02% | -0.40 | 2.66% | -0.14 |
| 3M | 40.85% | 0.10 | -0.84% | 0.27 | 2.52% | -0.17 |
| 6M | 41.57% | 0.11 | -0.96% | 0.34 | 2.50% | -0.16 |
| 9M | 41.71% | -0.05 | -0.94% | 0.41 | 2.44% | -0.11 |
| 1Y | 41.80% | -0.19 | -0.99% | 0.42 | 2.37% | -0.10 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV36.80%
- 7d RV51.93%
- 30d RV32.86%
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.