Daily BTC options market report · 24-hour comparison

BTC options volatility eases across the curve2 August 2026

ATM implied volatility declined across front- and long-dated tenors, while RR25 shifted modestly toward calls and BF25 was broadly unchanged.

01 · Market Read

The session in context.

1W RR25 moved 1.08 volatility points toward calls to -3.27%, leaving puts richer than calls; this was a notable move at the 83rd percentile. Front-end ATM IV averaged 32.32%, -0.54 points from the prior snapshot, while the long end averaged 41.03%, -0.29 points. The 1Y-minus-1W ATM slope steepened 0.18 points to 10.16 points. 2W ATM IV fell 0.64 volatility points to 31.95%. 1W BF25 fell 0.10 volatility points to 1.79%. The nearest eligible forward, 5AUG26, rose $728.34 (+1.16%) to $63,510.64. No sufficiently relevant context identified; the strongest assessed relationship has low causal confidence.

Derived directly from structured Derivasys surface data

02 · Relevant Market Context

01 Aug 2026, 23:59 UTC to 02 Aug 2026, 23:59 UTC

No sufficiently relevant context identified

No sufficiently relevant context identified

No article met the threshold for inclusion, so the report does not assign a news catalyst.

Confidencelow causal confidence

News is presented as contextual association unless the structured evidence supports a stronger relationship.

320 feed articles scanned across 13 feeds and 13 publishers. 22 fell inside the report window; 4 passed source relevance rules; 0 passed the final threshold; 0 events displayed.

03 · Detailed summary

What changed across the BTC volatility surface.

Front end

Front-end ATM IV decreased, averaging -0.54 volatility points to 32.32% across 1W, 2W and 1M.

Long end

Long-dated ATM IV decreased, averaging -0.29 volatility points to 41.03% across 6M and 1Y.

Skew

RR25 moved towards calls, averaging +0.34 volatility points to -4.52% across the six headline tenors.

Convexity

BF25 was broadly unchanged, averaging -0.02 volatility points to 2.15% across the six headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was -0.64 volatility points at 2W, to 31.95%.

Universe roll: added 6AUG26; removed 2AUG26. Comparisons use common expiries only.

04 · Standard-tenor ranking

Largest surface events

01

Largest eligible smile rotation

14AUG26, +3.62 vol pts
02

Largest standard-tenor RR25 move

1W, +1.08 vol pts
03

Largest standard-tenor ATM IV move

2W, -0.64 vol pts
04

Largest eligible SVI sigma move

5AUG26, +0.2686 param
05

Largest standard-tenor BF25 move

1W, -0.10 vol pts
06

Largest eligible SVI rho move

28AUG26, -0.0732 param

05 · ATM volatility

Standard-tenor ATM implied volatility.

30.7%33.9%37.2%40.4%43.7%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)Relative change
1W32.0432.46-0.42 vol pts-1.29%
2W31.9532.59-0.64 vol pts-1.96%
1M32.9733.53-0.56 vol pts-1.67%
3M36.8837.10-0.22 vol pts-0.59%
6M39.8540.19-0.34 vol pts-0.85%
9M41.1641.50-0.34 vol pts-0.82%
1Y42.2042.44-0.24 vol pts-0.57%

06 · Risk reversals

RR25 skew moved most at 1W.

RR25 moved towards calls, averaging +0.34 volatility points to -4.52% across the six headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-5.8%-5.1%-4.4%-3.7%-3.0%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W-3.27-4.35+1.08 vol pts
2W-4.35-5.24+0.89 vol pts
1M-4.96-5.57+0.61 vol pts
3M-5.37-5.36-0.01 vol pts
6M-4.99-4.71-0.28 vol pts
9M-4.65-4.33-0.32 vol pts
1Y-4.20-3.98-0.22 vol pts

07 · Butterflies

BF25 convexity changed most at 1W.

BF25 was broadly unchanged, averaging -0.02 volatility points to 2.15% across the six headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

1.6%1.9%2.2%2.5%2.8%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W1.791.89-0.10 vol pts
2W1.911.84+0.07 vol pts
1M2.062.15-0.09 vol pts
3M2.172.14+0.03 vol pts
6M2.552.59-0.04 vol pts
9M2.512.55-0.04 vol pts
1Y2.442.440.00 vol pts

08 · 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

3AUG26, +7.99 vol pts
1.3d

Smile rotation

4AUG26, -5.47 vol pts

09 · 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
3AUG26Expiry effect0.3 days63,493.35+725.93 USD31.83%+5.48 vol pts+2.22 vol pts-0.50 vol pts
4AUG26Expiry effect1.3 days63,491.29+716.43 USD32.83%+3.84 vol pts-0.31 vol pts-0.43 vol pts
5AUG262.3 days63,510.64+728.34 USD32.39%+2.78 vol pts+0.46 vol pts-0.20 vol pts
7AUG264.3 days63,525.46+728.29 USD32.37%+0.01 vol pts+1.11 vol pts-0.23 vol pts
14AUG2611.3 days63,577.32+716.92 USD31.84%-0.75 vol pts+1.46 vol pts-0.02 vol pts
21AUG2618.3 days63,632.14+719.93 USD32.07%-0.51 vol pts+0.49 vol pts+0.13 vol pts
28AUG2625.3 days63,685.12+716.48 USD32.27%-0.77 vol pts+0.88 vol pts-0.12 vol pts
25SEP2653.3 days63,897.08+733.74 USD34.56%-0.52 vol pts+0.13 vol pts+0.03 vol pts
30OCT2688.3 days64,150.16+741.12 USD36.69%-0.29 vol pts-0.02 vol pts+0.02 vol pts
25DEC26144.3 days64,576.41+774.26 USD39.11%-0.27 vol pts-0.14 vol pts-0.02 vol pts
26MAR27235.3 days65,242.25+779.48 USD40.48%-0.43 vol pts-0.40 vol pts-0.06 vol pts
25JUN27326.3 days65,923.74+796.10 USD41.84%-0.28 vol pts-0.26 vol pts-0.02 vol pts

10 · 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.

3AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
4AUG26rotation towards puts · wing flattening
-0.30k0.00k+0.30k
5AUG26parallel shift higher · rotation towards calls · wing steepening
-0.30k0.00k+0.30k
7AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
14AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
21AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
28AUG26rotation towards calls
-0.30k0.00k+0.30k
25SEP26parallel shift lower
-0.30k0.00k+0.30k
30OCT26parallel shift lower
-0.30k0.00k+0.30k
25DEC26parallel shift lower
-0.30k0.00k+0.30k
26MAR27parallel shift lower
-0.30k0.00k+0.30k
25JUN27parallel shift lower
-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.

11 · SVI diagnostics

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

Among ranking-eligible expiries, the largest absolute rho change occurred at 28AUG26; the largest sigma change occurred at 5AUG26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
3AUG26+0.01160-0.03570+0.05740+0.00370+0.12560rotation towards calls, wing steepening
4AUG26-0.06210+0.01290+0.02820-0.08530+0.50930rotation towards puts, wing flattening
5AUG26-0.04390+0.01840+0.00750-0.04100+0.26860parallel shift higher, rotation towards calls, wing steepening
7AUG26-0.02890+0.01990-0.05680-0.05430+0.13880rotation towards calls, wing steepening
14AUG26-0.02900+0.02630-0.01570-0.03230+0.09130rotation towards calls, wing steepening
21AUG26-0.02170+0.02260-0.04660-0.04420+0.05250rotation towards calls, wing steepening
28AUG26-0.03180+0.01940-0.07320-0.04600+0.12630rotation towards calls
25SEP26-0.00350+0.00290-0.03020-0.02640+0.00590parallel shift lower
30OCT26+0.00020-0.00030-0.01790-0.01540-0.00340parallel shift lower
25DEC26+0.00650-0.00640+0.00190+0.01100-0.00860parallel shift lower
26MAR27+0.04530-0.03880+0.03470+0.09450-0.06120parallel shift lower
25JUN27+0.06180-0.05150+0.04310+0.12690-0.07210parallel shift lower

12 · 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 Vega25JUN27, 243.859692 USD / vol pt
Highest Gamma3AUG26, 0.000653 1 / USD
Highest Theta Decay3AUG26, -365.083099 USD / day
Highest Vanna25JUN27, 0.00185 delta / vol pt
Highest Volga25JUN27, -22.805585 USD / vol pt²

13 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
02 Aug 2026, 23:59 UTC
Comparison snapshot
01 Aug 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
News window
01 Aug 2026, 23:59 UTC to 02 Aug 2026, 23:59 UTC
Feeds queried
13
Publishers queried
13
Feed articles scanned
320
Inside report window
22
Passed source rules
4
Passed final threshold
0
Event clusters displayed
0