Published daily report data
BTC options metrics: 2026-08-29
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 | 32.85% | -3.69 | -1.03% | -1.71 | 1.97% | -0.09 |
| 2W | 34.05% | -2.32 | -1.80% | -2.34 | 1.96% | 0.16 |
| 1M | 35.43% | -1.93 | -2.15% | -1.37 | 2.23% | 0.21 |
| 3M | 37.93% | -1.27 | -1.48% | -1.56 | 2.04% | 0.02 |
| 6M | 40.15% | -1.02 | -0.90% | -0.97 | 2.50% | -0.03 |
| 9M | 41.49% | -0.72 | -0.47% | -0.74 | 2.67% | -0.10 |
| 1Y | 42.33% | -0.54 | -0.24% | -0.65 | 2.74% | -0.15 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV27.80%
- 7d RV41.48%
- 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.