Published daily report data
BTC options metrics: 2026-08-30
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 | 33.53% | 0.19 | -0.46% | 0.72 | 1.84% | 0.02 |
| 2W | 34.20% | 0.08 | -1.03% | 0.82 | 1.87% | -0.02 |
| 1M | 34.99% | -0.32 | -1.58% | 0.42 | 2.10% | 0.00 |
| 3M | 37.74% | -0.23 | -1.33% | 0.06 | 2.09% | 0.00 |
| 6M | 40.05% | -0.20 | -0.74% | 0.09 | 2.50% | 0.01 |
| 9M | 41.41% | -0.13 | -0.29% | 0.10 | 2.73% | 0.06 |
| 1Y | 42.23% | -0.10 | -0.05% | 0.09 | 2.89% | 0.11 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV19.30%
- 7d RV40.19%
- 30d RV35.41%
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.