Daily BTC options market report · 24-hour comparison

BTC daily surface: 1W ATM IV rises 3.44 volatility points18 June 2026

Across the six headline tenors, ATM IV averaged +1.84 volatility points, RR25 -1.51 volatility points and BF25 +0.43 volatility points between the stored endpoints.

01 · Executive summary

What changed across the BTC volatility surface.

Front end

Front-end ATM IV increased, averaging +2.81 volatility points across 1W, 2W and 1M.

Long end

Long-dated ATM IV increased, averaging +0.62 volatility points across 6M and 1Y.

Skew

RR25 moved towards puts, averaging -1.51 volatility points across the six headline tenors.

Convexity

BF25 increased, averaging +0.43 volatility points across the six headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was +3.44 volatility points at 1W.

Universe roll: added 10JUL26, 22JUN26; removed 18JUN26. Comparisons use common expiries only.

02 · Standard-tenor ranking

Largest surface events

01

Largest eligible smile rotation

21JUN26, -7.45 vol pts
02

Largest standard-tenor RR25 move

1W, -3.81 vol pts
03

Largest standard-tenor ATM IV move

1W, +3.44 vol pts
04

Largest standard-tenor BF25 move

1W, +1.17 vol pts
05

Largest eligible SVI sigma move

21JUN26, -0.1687 param
06

Largest eligible SVI rho move

31JUL26, -0.1466 param

03 · ATM volatility

Standard-tenor ATM implied volatility.

35.2%37.5%39.8%42.2%44.5%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)Relative change
1W39.5236.08+3.44 vol pts+9.53%
2W39.8336.91+2.92 vol pts+7.91%
1M39.2237.14+2.08 vol pts+5.60%
3M39.7638.42+1.34 vol pts+3.49%
6M42.2141.48+0.73 vol pts+1.76%
9M43.1442.56+0.58 vol pts+1.36%
1Y43.6143.09+0.52 vol pts+1.21%

04 · Risk reversals

RR25 skew moved most at 1W.

RR25 moved towards puts, averaging -1.51 volatility points across the six headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-9.7%-8.1%-6.5%-5.0%-3.4%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W-9.07-5.26-3.81 vol pts
2W-9.07-6.47-2.60 vol pts
1M-8.02-6.44-1.58 vol pts
3M-6.71-5.83-0.88 vol pts
6M-5.21-4.97-0.24 vol pts
9M-4.40-4.36-0.04 vol pts
1Y-3.99-4.05+0.06 vol pts

05 · Butterflies

BF25 convexity changed most at 1W.

BF25 increased, averaging +0.43 volatility points across the six headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

2.2%2.7%3.1%3.6%4.0%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W3.832.66+1.17 vol pts
2W3.152.57+0.58 vol pts
1M2.942.40+0.54 vol pts
3M2.752.55+0.20 vol pts
6M2.872.85+0.02 vol pts
9M3.002.94+0.06 vol pts
1Y3.052.99+0.06 vol pts

06 · Expiry effects

Near-settlement moves, shown with context.

Contracts with fewer than 2 full days to expiry remain in the tables but are excluded from headline rankings. Settlement proximity, time decay, changing liquidity and fewer quotes can exaggerate their changes.

0.3d

Smile rotation

19JUN26, -21.71 vol pts
1.3d

Smile rotation

20JUN26, -9.87 vol pts

07 · Volatility term structure

Today against the previous 24-hour snapshot.

The ATM chart above is the standard-tenor term structure. The listed-expiry table below preserves the exchange maturity detail underneath those interpolated tenors.

ExpiryTime leftForward now (USD)Forward change (USD)ATM IV nowATM IV changeRR25 changeBF25 change
19JUN26Expiry effect0.3 days62,903.39-1533.91 USD41.85%+6.00 vol pts-2.84 vol pts-0.12 vol pts
20JUN26Expiry effect1.3 days62,903.88-1535.25 USD37.35%+2.46 vol pts-1.92 vol pts+0.76 vol pts
21JUN262.3 days62,904.24-1530.35 USD34.86%+2.56 vol pts-2.32 vol pts+1.08 vol pts
26JUN267.3 days62,915.88-1537.39 USD39.66%+3.06 vol pts-3.73 vol pts+1.11 vol pts
3JUL2614.3 days62,942.33-1529.48 USD39.83%+2.88 vol pts-2.45 vol pts+0.59 vol pts
31JUL2642.3 days63,094.38-1512.37 USD39.15%+1.95 vol pts-1.35 vol pts+0.49 vol pts
28AUG2670.3 days63,303.18-1511.28 USD39.30%+1.49 vol pts-0.82 vol pts+0.18 vol pts
25SEP2698.3 days63,497.18-1514.54 USD39.88%+1.27 vol pts-0.92 vol pts+0.22 vol pts
25DEC26189.3 days64,157.31-1543.09 USD42.31%+0.68 vol pts-0.21 vol pts+0.01 vol pts
26MAR27280.3 days64,837.76-1542.08 USD43.19%+0.57 vol pts-0.03 vol pts+0.05 vol pts

08 · Smile movement

Reconstructed SVI smiles for every common expiry.

Each overlay uses the stored five-parameter SVI fit and the snapshot-specific time to expiry. Ultra-short expiries are displayed but do not determine the headline ranking.

19JUN26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
20JUN26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
21JUN26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
26JUN26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
3JUL26rotation towards puts
-0.30k0.00k+0.30k
31JUL26rotation towards puts
-0.30k0.00k+0.30k
28AUG26parallel shift higher · rotation towards puts
-0.30k0.00k+0.30k
25SEP26parallel shift higher · rotation towards puts
-0.30k0.00k+0.30k
25DEC26parallel shift higher
-0.30k0.00k+0.30k
26MAR27parallel shift higher
-0.30k0.00k+0.30k

Surface movement heatmap

Each cell is the fitted IV change in volatility points. Rows are listed expiries; columns run from the put wing through ATM to the call wing.

09 · SVI diagnostics

Daily movement in a, b, rho, m and sigma.

Among ranking-eligible expiries, the largest absolute rho change occurred at 31JUL26; the largest sigma change occurred at 21JUN26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
19JUN26+0.01250-0.02470-0.09950-0.03640-0.02120rotation towards puts, wing steepening
20JUN26+0.01990-0.02400-0.03770+0.01110-0.13350rotation towards puts, wing steepening
21JUN26+0.02400-0.02330-0.01850+0.01970-0.16870rotation towards puts, wing steepening
26JUN26+0.02580-0.02540-0.02800+0.00470-0.15150rotation towards puts, wing steepening
3JUL26+0.01240-0.00720-0.03180-0.00310-0.07030rotation towards puts
31JUL26-0.03000+0.02350-0.14660-0.05530+0.09430rotation towards puts
28AUG26+0.01400-0.00770-0.02950-0.00760-0.04180parallel shift higher, rotation towards puts
25SEP26+0.02200-0.00680-0.02460+0.00020-0.06330parallel shift higher, rotation towards puts
25DEC26+0.01720-0.00760-0.02640-0.01430-0.01720parallel shift higher
26MAR27+0.05400-0.01540-0.07070-0.05900-0.08240parallel shift higher

10 · Current surface characteristics

Where normalized model Greek intensity is highest.

These are comparable Black-forward Greeks for a one-BTC ATM-forward call at each listed expiry—not portfolio exposure, open interest or a prediction of dealer positioning.

Highest Vega26MAR27, 222.665014 USD / vol pt
Highest Gamma19JUN26, 0.000501 1 / USD
Highest Theta Decay19JUN26, -475.549709 USD / day
Highest Vanna26MAR27, 0.001717 delta / vol pt
Highest Volga26MAR27, -18.465376 USD / vol pt²

11 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
18 Jun 2026, 23:59 UTC
Comparison snapshot
17 Jun 2026, 23:59 UTC
Source
Derivasys proprietary historical SVI surface database
Comparison window
Nearest successful surface snapshots approximately 24 hours apart
RR convention
25-delta call IV minus 25-delta put IV
BF convention
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.
Smile reconstruction
Listed-expiry smiles are reconstructed from stored SVI total-variance parameters on a fixed log-moneyness grid.
Ultra-short expiries
Expiries with fewer than 2 full days remaining stay in detailed tables but are excluded from headline rankings. Settlement proximity, time decay, changing liquidity and fewer quotes can exaggerate their changes.
Greek normalization
Black forward Greeks for a normalized one-BTC ATM-forward call, zero rate, fitted SVI IV