Published daily report data
BTC options metrics: 2026-08-26
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 | 38.76% | -4.76 | 0.72% | -2.44 | 2.30% | -0.60 |
| 2W | 38.30% | -3.66 | 0.59% | -2.58 | 2.25% | -0.66 |
| 1M | 38.43% | -3.04 | 0.03% | -2.49 | 2.39% | -0.49 |
| 3M | 40.27% | -1.67 | -0.23% | -1.24 | 2.57% | -0.40 |
| 6M | 41.80% | -0.84 | -0.03% | -0.61 | 2.79% | -0.17 |
| 9M | 42.64% | -0.30 | 0.15% | -0.31 | 2.99% | -0.03 |
| 1Y | 43.20% | 0.06 | 0.24% | -0.10 | 3.10% | 0.06 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV37.28%
- 7d RV53.95%
- 30d RV35.51%
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.