Published daily report data
BTC options metrics: 2026-08-27
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 | 41.57% | 2.25 | 1.80% | 0.66 | 2.50% | 0.20 |
| 2W | 40.89% | 1.85 | 2.52% | 1.32 | 2.36% | 0.10 |
| 1M | 40.37% | 1.49 | 1.18% | 0.84 | 2.34% | 0.06 |
| 3M | 40.78% | 0.12 | 0.65% | 0.90 | 2.43% | -0.12 |
| 6M | 42.01% | 0.08 | 0.51% | 0.54 | 2.73% | -0.06 |
| 9M | 42.80% | 0.32 | 0.60% | 0.32 | 2.94% | -0.06 |
| 1Y | 43.33% | 0.49 | 0.63% | 0.16 | 3.07% | -0.06 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV38.69%
- 7d RV51.94%
- 30d RV35.64%
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.