Daily BTC options market report · 24-hour comparison

BTC options volatility rises as call-side skew strengthens25 August 2026

Front-end ATM IV rose most sharply, with 1W IV at 45.85% still below seven-day realised volatility; RR25 also moved towards calls.

01 · Options Market Read

What the volatility surface did.

1W ATM IV rose 3.22 volatility points to 45.85%, a notable move at the 84th percentile. At the cutoff, realised volatility measured 58.95% over 24 hours, 56.77% over seven days and 34.90% over 30 days. Front-end ATM IV averaged 43.07%, +1.47 points from the prior snapshot, while the long end averaged 42.31%, +0.72 points. The 1Y-minus-1W ATM slope flattened 2.44 points to -3.36 points. 1M RR25 moved 2.03 volatility points toward calls to 2.83%, leaving calls richer than puts. 1Y BF25 rose 0.51 volatility points to 2.81%. The nearest eligible forward, 28AUG26, rose $2,869.86 (+3.72%) to $79,961.07. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.

Derived directly from structured Derivasys surface data

02 · Catalyst check

24 Aug 2026, 09:00 UTC to 25 Aug 2026, 09:00 UTC

Relevant context found; no confirmed catalyst

Relevant market events

2 events were 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.

20 canonical events scanned through the news MCP across 10 publishers. 20 fell inside the report window; 20 were BTC-tagged; 2 passed the final threshold; 2 events displayed.

03 · Detailed summary

What changed across the BTC volatility surface.

Implied versus realised

At the 09:00 UTC cutoff, 1W ATM IV was 45.85%, 10.92 volatility points below seven-day realised volatility of 56.77%; 24-hour realised volatility was 58.95% and 30-day realised volatility was 34.90%.

Front end

Front-end ATM IV increased, averaging +1.47 volatility points to 43.07% across 1W, 2W and 1M.

Long end

Long-dated ATM IV increased, averaging +0.72 volatility points to 42.31% across 6M and 1Y.

Skew

RR25 moved towards calls, averaging +1.38 volatility points to 2.00% across the six headline tenors.

Convexity

BF25 increased, averaging +0.14 volatility points to 2.87% across the six headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was +3.22 volatility points at 1W, to 45.85%.

Universe roll: added 29AUG26; removed 25AUG26. Comparisons use common expiries only.

04 · Standard-tenor ranking

Largest surface events

01

Largest eligible smile rotation

25SEP26, +3.41 vol pts
02

Largest standard-tenor ATM IV move

1W, +3.22 vol pts
03

Largest standard-tenor RR25 move

1M, +2.03 vol pts
04

Largest standard-tenor BF25 move

1Y, +0.51 vol pts
05

Largest eligible SVI sigma move

28AUG26, +0.1963 param
06

Largest eligible SVI rho move

25DEC26, +0.1282 param

05 · ATM volatility

Standard-tenor ATM implied volatility.

40.1%41.7%43.3%44.9%46.5%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)Relative change
1W45.8542.63+3.22 vol pts+7.55%
2W42.2541.41+0.84 vol pts+2.03%
1M41.1240.76+0.36 vol pts+0.88%
3M41.6240.80+0.82 vol pts+2.01%
6M42.1341.48+0.65 vol pts+1.57%
9M42.3441.62+0.72 vol pts+1.73%
1Y42.4941.71+0.78 vol pts+1.87%

06 · Risk reversals

RR25 skew moved most at 1M.

RR25 moved towards calls, averaging +1.38 volatility points to 2.00% across the six headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-1.4%-0.0%1.4%2.9%4.3%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W3.592.44+1.15 vol pts
2W3.762.58+1.18 vol pts
1M2.830.80+2.03 vol pts
3M1.30-0.40+1.70 vol pts
6M0.44-0.89+1.33 vol pts
9M0.20-0.84+1.04 vol pts
1Y0.09-0.78+0.87 vol pts

07 · Butterflies

BF25 convexity changed most at 1Y.

BF25 increased, averaging +0.14 volatility points to 2.87% across the six headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

2.1%2.4%2.7%2.9%3.2%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W2.892.96-0.07 vol pts
2W2.983.02-0.04 vol pts
1M2.932.98-0.05 vol pts
3M2.862.64+0.22 vol pts
6M2.742.47+0.27 vol pts
9M2.762.38+0.38 vol pts
1Y2.812.30+0.51 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.

2.0d

Smile rotation

27AUG26, -5.22 vol pts
1.0d

ATM IV change

26AUG26, +3.09 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
26AUG26Expiry effect1.0 days79,908.2+2861.58 USD46.74%+3.09 vol pts-1.19 vol pts-0.77 vol pts
27AUG26Expiry effect2.0 days79,942.1+2861.35 USD46.26%+2.35 vol pts-2.14 vol pts-0.50 vol pts
28AUG263.0 days79,961.07+2869.86 USD46.39%+2.47 vol pts-0.91 vol pts-0.35 vol pts
4SEP2610.0 days80,027.71+2857.93 USD43.49%+1.48 vol pts+0.70 vol pts-0.12 vol pts
11SEP2617.0 days80,074.3+2838.07 USD41.71%+0.79 vol pts+1.58 vol pts+0.02 vol pts
25SEP2631.0 days80,252.3+2859.34 USD41.10%+0.36 vol pts+2.13 vol pts-0.07 vol pts
30OCT2666.0 days80,566.69+2893.79 USD41.04%+0.99 vol pts+1.90 vol pts+0.14 vol pts
25DEC26122.0 days81,161.05+2881.85 USD42.00%+0.66 vol pts+1.60 vol pts+0.30 vol pts
26MAR27213.0 days82,048.86+2923.63 USD42.17%+0.65 vol pts+1.25 vol pts+0.25 vol pts
25JUN27304.0 days83,083.13+3072.98 USD42.40%+0.74 vol pts+0.98 vol pts+0.44 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.

26AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
27AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
28AUG26rotation towards puts · wing steepening
-0.30k0.00k+0.30k
4SEP26rotation towards calls
-0.30k0.00k+0.30k
11SEP26rotation towards calls
-0.30k0.00k+0.30k
25SEP26rotation towards calls
-0.30k0.00k+0.30k
30OCT26rotation towards calls
-0.30k0.00k+0.30k
25DEC26rotation towards calls
-0.30k0.00k+0.30k
26MAR27rotation towards calls
-0.30k0.00k+0.30k
25JUN27parallel 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.

11 · SVI diagnostics

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

Among ranking-eligible expiries, the largest absolute rho change occurred at 25DEC26; the largest sigma change occurred at 28AUG26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
26AUG26-0.04330+0.01330+0.06040+0.06010+0.31730rotation towards puts, wing steepening
27AUG26-0.03850+0.01930+0.05120+0.03000+0.21940rotation towards puts, wing steepening
28AUG26-0.03740+0.01600+0.04320+0.01090+0.19630rotation towards puts, wing steepening
4SEP26-0.01550+0.00690+0.04770+0.00480+0.07420rotation towards calls
11SEP26-0.01640+0.01420+0.01320-0.02160+0.05510rotation towards calls
25SEP26-0.01270+0.00660+0.04760-0.01500+0.04750rotation towards calls
30OCT26-0.00960+0.01580-0.01650-0.04940+0.00470rotation towards calls
25DEC26-0.03310+0.01980+0.12820+0.06550+0.04370rotation towards calls
26MAR27+0.01590+0.00220+0.03760-0.00450-0.05790rotation towards calls
25JUN27+0.03620+0.00270+0.07320+0.04640-0.12520parallel shift higher

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, 296.863086 USD / vol pt
Highest Gamma26AUG26, 0.000208 1 / USD
Highest Theta Decay26AUG26, -398.311321 USD / day
Highest Vanna25JUN27, 0.001787 delta / vol pt
Highest Volga25JUN27, -26.204946 USD / vol pt²

13 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
25 Aug 2026, 09:00 UTC
Comparison snapshot
24 Aug 2026, 09:00 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
24 Aug 2026, 09:00 UTC to 25 Aug 2026, 09:00 UTC
Feeds queried
1
Publishers queried
10
Feed articles scanned
20
Inside report window
20
Passed source rules
20
Passed final threshold
2
Event clusters displayed
2