Daily BTC options market report · 24-hour comparison

BTC front-end volatility rises as call-side skew firms27 August 2026

Front-end ATM IV led a broad increase, while RR25 shifted toward calls; 1W implied volatility remained below recent realised volatility.

01 · Market Read

The session in context.

1W ATM IV rose 2.25 volatility points to 41.57%, a routine move at the 67th percentile. At the cutoff, realised volatility measured 38.69% over 24 hours, 51.94% over seven days and 35.64% over 30 days. Front-end ATM IV averaged 40.94%, +1.86 points from the prior snapshot, while the long end averaged 42.67%, +0.28 points. The 1Y-minus-1W ATM slope flattened 1.76 points to 1.76 points. 2W RR25 moved 1.32 volatility points toward calls to 2.52%, leaving calls richer than puts. 1W BF25 rose 0.20 volatility points to 2.50%. The nearest eligible forward, 30AUG26, rose $2,462.09 (+3.16%) to $80,443.35. Relevant context found; no confirmed catalyst; the strongest assessed relationship has low causal confidence.

Derived directly from structured Derivasys surface data

02 · Relevant Market Context

26 Aug 2026, 15:35 UTC to 27 Aug 2026, 15:35 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.

25 canonical events scanned through the news MCP across 12 publishers. 25 fell inside the report window; 25 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 15:35 UTC cutoff, 1W ATM IV was 41.57%, 10.37 volatility points below seven-day realised volatility of 51.94%; 24-hour realised volatility was 38.69% and 30-day realised volatility was 35.64%.

Front end

Front-end ATM IV increased, averaging +1.86 volatility points to 40.94% across 1W, 2W and 1M.

Long end

Long-dated ATM IV increased, averaging +0.28 volatility points to 42.67% across 6M and 1Y.

Skew

RR25 moved towards calls, averaging +0.74 volatility points to 1.22% across the six headline tenors.

Convexity

BF25 was broadly unchanged, averaging +0.02 volatility points to 2.57% across the six headline tenors.

Largest standard-tenor move

The largest standard-tenor ATM IV move was +2.25 volatility points at 1W, to 41.57%.

Universe roll: added 18SEP26, 27NOV26, 31AUG26; removed 27AUG26. Comparisons use common expiries only.

04 · Standard-tenor ranking

Largest surface events

01

Largest eligible smile rotation

30AUG26, +3.58 vol pts
02

Largest standard-tenor ATM IV move

1W, +2.25 vol pts
03

Largest standard-tenor RR25 move

2W, +1.32 vol pts
04

Largest standard-tenor BF25 move

1W, +0.20 vol pts
05

Largest eligible SVI sigma move

25DEC26, -0.1181 param
06

Largest eligible SVI rho move

25DEC26, -0.0711 param

05 · ATM volatility

Standard-tenor ATM implied volatility.

38.3%39.7%41.1%42.5%43.9%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)Relative change
1W41.5739.32+2.25 vol pts+5.72%
2W40.8939.04+1.85 vol pts+4.74%
1M40.3738.88+1.49 vol pts+3.83%
3M40.7840.66+0.12 vol pts+0.30%
6M42.0141.93+0.08 vol pts+0.19%
9M42.8042.48+0.32 vol pts+0.75%
1Y43.3342.84+0.49 vol pts+1.14%

06 · Risk reversals

RR25 skew moved most at 2W.

RR25 moved towards calls, averaging +0.74 volatility points to 1.22% across the six headline tenors. Negative RR25 denotes a richer 25-delta put wing under the call-minus-put convention.

-0.6%0.3%1.1%2.0%2.9%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W1.801.14+0.66 vol pts
2W2.521.20+1.32 vol pts
1M1.180.34+0.84 vol pts
3M0.65-0.25+0.90 vol pts
6M0.51-0.03+0.54 vol pts
9M0.600.28+0.32 vol pts
1Y0.630.47+0.16 vol pts

07 · Butterflies

BF25 convexity changed most at 1W.

BF25 was broadly unchanged, averaging +0.02 volatility points to 2.57% across the six headline tenors. BF25 measures the average 25-delta wing premium over ATM IV.

2.1%2.4%2.7%3.0%3.3%1W2W1M3M6M9M1Y
TenorCurrent (vol %)Previous (vol %)Change (vol pts)
1W2.502.30+0.20 vol pts
2W2.362.26+0.10 vol pts
1M2.342.28+0.06 vol pts
3M2.432.55-0.12 vol pts
6M2.732.79-0.06 vol pts
9M2.943.00-0.06 vol pts
1Y3.073.13-0.06 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

28AUG26, +6.21 vol pts
1.7d

Smile rotation

29AUG26, +6.12 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
28AUG26Expiry effect0.7 days80,422.67+2456.62 USD40.21%+3.32 vol pts+1.45 vol pts+0.07 vol pts
29AUG26Expiry effect1.7 days80,426.1+2456.06 USD46.50%+5.34 vol pts+1.65 vol pts+0.39 vol pts
30AUG262.7 days80,443.35+2462.09 USD39.83%+2.05 vol pts+0.88 vol pts+0.16 vol pts
4SEP267.7 days80,476.85+2457.68 USD41.78%+2.14 vol pts+0.67 vol pts+0.17 vol pts
11SEP2614.7 days80,519.28+2454.01 USD40.84%+1.91 vol pts+1.35 vol pts+0.09 vol pts
25SEP2628.7 days80,629.36+2451.52 USD40.42%+1.55 vol pts+0.85 vol pts+0.05 vol pts
30OCT2663.7 days81,034.98+2483.71 USD39.80%+0.44 vol pts+1.13 vol pts-0.01 vol pts
25DEC26119.7 days81,641.33+2443.83 USD41.39%-0.03 vol pts+0.60 vol pts-0.10 vol pts
26MAR27210.7 days82,522.58+2435.96 USD42.17%+0.10 vol pts+0.53 vol pts-0.05 vol pts
25JUN27301.7 days83,548.68+2455.39 USD43.00%+0.38 vol pts+0.26 vol pts-0.06 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.

28AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
29AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
30AUG26rotation towards calls · wing steepening
-0.30k0.00k+0.30k
4SEP26rotation towards calls · wing steepening
-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
26MAR27limited movement
-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 25DEC26.

ExpiryΔ aΔ bΔ rhoΔ mΔ sigmaSmile classification
28AUG26-0.01100+0.00950+0.04140+0.01260+0.05970rotation towards calls, wing steepening
29AUG26+0.00620-0.00450+0.04390+0.01750-0.03280rotation towards calls, wing steepening
30AUG26+0.00790-0.00640+0.06060+0.03080-0.03850rotation towards calls, wing steepening
4SEP26+0.00050-0.00060+0.02890+0.01340-0.00470rotation towards calls, wing steepening
11SEP26+0.00380-0.00550+0.02690+0.00460-0.00660rotation towards calls
25SEP26+0.01740-0.01520+0.00910+0.00400-0.04640rotation towards calls
30OCT26+0.03680-0.02140-0.05020-0.02570-0.11240rotation towards calls
25DEC26+0.05980-0.02710-0.07110-0.06440-0.11810rotation towards calls
26MAR27+0.05360-0.02540-0.04850-0.06120-0.08820limited movement
25JUN27+0.07490-0.03520-0.06140-0.06480-0.11660parallel 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, 297.291828 USD / vol pt
Highest Gamma28AUG26, 0.000285 1 / USD
Highest Theta Decay28AUG26, -408.216568 USD / day
Highest Vanna25JUN27, 0.001779 delta / vol pt
Highest Volga25JUN27, -26.415017 USD / vol pt²

13 · Methodology and provenance

Generated from measured Derivasys surface data.

Current snapshot
27 Aug 2026, 15:35 UTC
Comparison snapshot
26 Aug 2026, 15:35 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
26 Aug 2026, 15:35 UTC to 27 Aug 2026, 15:35 UTC
Feeds queried
1
Publishers queried
12
Feed articles scanned
25
Inside report window
25
Passed source rules
25
Passed final threshold
2
Event clusters displayed
2