Daily BTC options market report · 24-hour comparison

BTC options soften across maturities as put-side volatility rises modestly22 August 2026

ATM volatility declined at both the front and long ends, while RR25 shifted modestly toward puts and 1W implied volatility remained below seven-day realised volatility.

01 · Options Market Read

What the volatility surface did.

1Y ATM IV fell 1.62 volatility points to 41.95%, an exceptional move at the 100th percentile. At the cutoff, realised volatility measured 60.41% over 24 hours, 50.10% over seven days and 32.57% over 30 days. Front-end ATM IV averaged 41.71%, -0.89 points from the prior snapshot, while the long end averaged 41.70%, -1.40 points. The 1Y-minus-1W ATM slope flattened 0.37 points to -1.76 points. 2W RR25 moved 1.23 volatility points toward puts to 1.71%, leaving calls richer than puts. 2W BF25 rose 0.17 volatility points to 2.85%. The nearest eligible forward, 25AUG26, fell $506.86 (-0.65%) to $77,139.25. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.

Derived directly from structured Derivasys surface data

02 · Catalyst check

21 Aug 2026, 15:34 UTC to 22 Aug 2026, 15:34 UTC

Relevant context found; no confirmed catalyst

Relevant market event

1 event was retained after relevance scoring and event-level deduplication.

Confidencelow causal confidence

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

319 feed articles scanned across 13 feeds and 13 publishers. 38 fell inside the report window; 6 passed source relevance rules; 3 passed the final threshold; 1 event displayed.

03 · Detailed summary

What changed across the BTC volatility surface.

Implied versus realised

At the 15:34 UTC cutoff, 1W ATM IV was 43.71%, 6.39 volatility points below seven-day realised volatility of 50.10%; 24-hour realised volatility was 60.41% and 30-day realised volatility was 32.57%.

Front end

Front-end ATM IV decreased, averaging -0.89 volatility points to 41.71% across 1W, 2W and 1M.

Long end

Long-dated ATM IV decreased, averaging -1.40 volatility points to 41.70% across 6M and 1Y.

Skew

RR25 moved towards puts, averaging -0.65 volatility points to -0.15% across the six headline tenors.

Convexity

BF25 was broadly unchanged, averaging +0.03 volatility points to 2.66% across the six headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was -1.62 volatility points at 1Y, to 41.95%.

Universe roll: added 26AUG26; removed 22AUG26. Comparisons use common expiries only.

04 · Standard-tenor ranking

Largest surface events

01

Largest eligible smile rotation

25AUG26, -9.29 vol pts
02

Largest standard-tenor ATM IV move

1Y, -1.62 vol pts
03

Largest standard-tenor RR25 move

2W, -1.23 vol pts
04

Largest eligible SVI rho move

30OCT26, -0.3080 param
05

Largest standard-tenor BF25 move

2W, +0.17 vol pts
06

Largest eligible SVI sigma move

11SEP26, -0.1472 param

05 · ATM volatility

Standard-tenor ATM implied volatility.

39.5%41.0%42.5%44.0%45.5%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)Relative change
1W43.7144.96-1.25 vol pts-2.78%
2W41.2942.20-0.91 vol pts-2.16%
1M40.1240.62-0.50 vol pts-1.23%
3M40.7441.64-0.90 vol pts-2.16%
6M41.4642.63-1.17 vol pts-2.74%
9M41.7443.15-1.41 vol pts-3.27%
1Y41.9543.57-1.62 vol pts-3.72%

06 · Risk reversals

RR25 skew moved most at 2W.

RR25 moved towards puts, averaging -0.65 volatility points to -0.15% across the six headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-2.0%-0.6%0.7%2.1%3.5%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W0.661.52-0.86 vol pts
2W1.712.94-1.23 vol pts
1M0.520.88-0.36 vol pts
3M-1.05-0.87-0.18 vol pts
6M-1.29-0.83-0.46 vol pts
9M-1.37-0.75-0.62 vol pts
1Y-1.47-0.66-0.81 vol pts

07 · Butterflies

BF25 convexity changed most at 2W.

BF25 was broadly unchanged, averaging +0.03 volatility points to 2.66% across the six headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

2.2%2.4%2.6%2.8%3.1%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W2.462.38+0.08 vol pts
2W2.852.68+0.17 vol pts
1M2.802.86-0.06 vol pts
3M2.692.71-0.02 vol pts
6M2.652.57+0.08 vol pts
9M2.572.55+0.02 vol pts
1Y2.492.56-0.07 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.

0.7d

Smile rotation

23AUG26, -11.09 vol pts
1.7d

Smile rotation

24AUG26, -6.87 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
23AUG26Expiry effect0.7 days77,085.96-535.01 USD38.84%-3.28 vol pts-2.83 vol pts-0.45 vol pts
24AUG26Expiry effect1.7 days77,118.5-512.44 USD42.97%+0.52 vol pts-2.04 vol pts+0.04 vol pts
25AUG262.7 days77,139.25-506.86 USD45.56%-0.25 vol pts-2.77 vol pts+0.09 vol pts
28AUG265.7 days77,186.39-480.11 USD44.76%-0.45 vol pts-1.26 vol pts-0.08 vol pts
4SEP2612.7 days77,240.99-494.44 USD41.59%-0.70 vol pts-1.24 vol pts+0.18 vol pts
11SEP2619.7 days77,274.21-508.87 USD40.44%-0.55 vol pts-0.40 vol pts+0.28 vol pts
25SEP2633.7 days77,410.72-496.77 USD40.05%-0.46 vol pts-0.25 vol pts-0.15 vol pts
30OCT2668.7 days77,715.74-516.33 USD40.09%-0.69 vol pts+0.23 vol pts-0.03 vol pts
25DEC26124.7 days78,329.24-385.77 USD41.27%-1.13 vol pts-0.52 vol pts-0.02 vol pts
26MAR27215.7 days79,193.94-296.47 USD41.52%-1.19 vol pts-0.44 vol pts+0.12 vol pts
25JUN27306.7 days80,101.72-137.20 USD41.83%-1.51 vol pts-0.71 vol pts-0.01 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.

23AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
24AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
25AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
28AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
4SEP26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
11SEP26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
25SEP26rotation towards puts
-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 30OCT26; the largest sigma change occurred at 11SEP26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
23AUG26+0.01500-0.02120-0.09160-0.03690-0.04620rotation towards puts, wing steepening
24AUG26+0.02050-0.01690-0.05580-0.02510-0.09090rotation towards puts, wing steepening
25AUG26+0.03070-0.01690-0.09950-0.04840-0.13870rotation towards puts, wing steepening
28AUG26+0.03500-0.02150-0.05560-0.02320-0.09960rotation towards puts, wing steepening
4SEP26+0.03740-0.01570-0.08240-0.01900-0.14220rotation towards puts, wing steepening
11SEP26+0.03340-0.00480-0.12530-0.05420-0.14720rotation towards puts, wing steepening
25SEP26+0.01870-0.00560-0.19590-0.11780-0.05920rotation towards puts
30OCT26-0.01960+0.03790-0.30800-0.25960+0.00120parallel shift lower
25DEC26-0.05660+0.03240-0.02260-0.02580+0.08900parallel shift lower
26MAR27+0.01620+0.00460-0.12460-0.12730-0.08400parallel shift lower
25JUN27-0.04520+0.02330-0.12970-0.13670+0.03160parallel 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, 287.587715 USD / vol pt
Highest Gamma23AUG26, 0.000308 1 / USD
Highest Theta Decay23AUG26, -377.757695 USD / day
Highest Vanna25JUN27, 0.001795 delta / vol pt
Highest Volga25JUN27, -25.269549 USD / vol pt²

13 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
22 Aug 2026, 15:34 UTC
Comparison snapshot
21 Aug 2026, 15:34 UTC
Source
Derivasys proprietary historical SVI surface and canonical BTC index databases
Realised volatility
Annualised root-mean-square of one-minute canonical BTC-USD index log returns using a 365-day basis; all windows end at the current snapshot.
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
21 Aug 2026, 15:34 UTC to 22 Aug 2026, 15:34 UTC
Feeds queried
13
Publishers queried
13
Feed articles scanned
319
Inside report window
38
Passed source rules
6
Passed final threshold
3
Event clusters displayed
1