Published daily report data
BTC options metrics: 2026-08-24
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 | 46.30% | 2.85 | 3.72% | 2.69 | 3.02% | 0.43 |
| 2W | 44.58% | 3.59 | 3.76% | 2.33 | 3.06% | 0.37 |
| 1M | 43.07% | 3.34 | 2.48% | 2.41 | 2.74% | 0.13 |
| 3M | 42.48% | 1.71 | 0.33% | 1.21 | 2.67% | 0.13 |
| 6M | 42.58% | 1.09 | -0.13% | 0.90 | 2.57% | 0.04 |
| 9M | 42.56% | 0.90 | -0.20% | 0.81 | 2.50% | 0.07 |
| 1Y | 42.54% | 0.78 | -0.25% | 0.81 | 2.49% | 0.15 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV46.03%
- 7d RV54.15%
- 30d RV33.80%
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.