Published daily report data
BTC options metrics: 2026-08-28
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 | 36.57% | -5.26 | 0.68% | -1.14 | 2.04% | -0.52 |
| 2W | 36.64% | -4.38 | 0.82% | -1.66 | 1.82% | -0.58 |
| 1M | 37.43% | -2.97 | -0.81% | -1.72 | 2.01% | -0.36 |
| 3M | 39.29% | -1.42 | -0.05% | -0.74 | 2.01% | -0.44 |
| 6M | 41.20% | -0.79 | 0.09% | -0.41 | 2.51% | -0.23 |
| 9M | 42.23% | -0.50 | 0.28% | -0.31 | 2.74% | -0.23 |
| 1Y | 42.88% | -0.35 | 0.40% | -0.25 | 2.86% | -0.27 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV39.25%
- 7d RV46.18%
- 30d RV35.91%
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.