Published daily report data
BTC options metrics: 2026-08-31
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 | 34.67% | 1.11 | 1.13% | 0.96 | 1.81% | -0.08 |
| 2W | 34.96% | 0.63 | 0.71% | 1.06 | 1.89% | -0.02 |
| 1M | 35.39% | 0.41 | -0.13% | 1.06 | 2.25% | 0.16 |
| 3M | 38.02% | 0.33 | -0.35% | 0.48 | 2.21% | 0.00 |
| 6M | 40.05% | 0.06 | -0.20% | 0.48 | 2.54% | 0.02 |
| 9M | 41.43% | 0.05 | 0.01% | 0.24 | 2.75% | 0.02 |
| 1Y | 42.28% | 0.05 | 0.14% | 0.13 | 2.88% | 0.03 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV42.01%
- 7d RV38.01%
- 30d RV36.11%
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.