Published daily report data
BTC options metrics: 2026-08-25
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 | 45.85% | 3.22 | 3.59% | 1.15 | 2.89% | -0.07 |
| 2W | 42.25% | 0.84 | 3.76% | 1.18 | 2.98% | -0.04 |
| 1M | 41.12% | 0.36 | 2.83% | 2.03 | 2.93% | -0.05 |
| 3M | 41.62% | 0.82 | 1.30% | 1.70 | 2.86% | 0.22 |
| 6M | 42.13% | 0.65 | 0.44% | 1.33 | 2.74% | 0.27 |
| 9M | 42.34% | 0.72 | 0.20% | 1.04 | 2.76% | 0.38 |
| 1Y | 42.49% | 0.78 | 0.09% | 0.87 | 2.81% | 0.51 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV58.95%
- 7d RV56.77%
- 30d RV34.90%
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.