Permanent monthly research archive
July 2026 crypto options volatility reports for BTC, ETH, SOL and altcoins, covering ATM IV, RR25, BF25, realised volatility and fitted SVI surfaces. Every item links to its dated, permanent report and preserved methodology.
Daily research
31 reports
ATM volatility was little changed across maturities, while RR25 shifted toward puts and BF25 declined; the largest standard-tenor move was a 1W ATM IV decrease.
BTC ATM volatility declined across the curve, led by the front end, while RR25 moved toward calls and BF25 softened.
ATM IV increased across the curve, with the strongest move at 1W, while RR25 shifted modestly toward puts and BF25 was broadly unchanged.
Front-end ATM IV increased while long-dated IV eased; RR25 moved toward puts, with the largest ATM move at 1W.
Front-end ATM IV fell, including a 2.25-point decline at 1W, while long-dated IV was broadly unchanged and RR25 moved modestly toward calls.
Front-end ATM IV increased, led by a +1.38 volatility-point move at 1W, while long-dated ATM IV declined; skew and convexity were broadly unchanged.
ATM IV increased across tenors, with the strongest move at 1W, while RR25 shifted toward puts and BF25 was broadly unchanged.
ATM implied volatility declined across maturities, with the largest standard-tenor move at 2W, while RR25 moved modestly toward puts and BF25 was broadly unchanged.
Front-end ATM IV rose, led by a +0.34 volatility-point move at 1W, while RR25 shifted towards puts and BF25 increased; long-dated ATM IV was broadly unchanged.
BTC options repriced higher at the front end, led by a +0.83 volatility-point move at 2W, while long-dated ATM volatility was broadly unchanged and RR25 shifted towards puts.
Across the six headline tenors, ATM IV averaged +0.53 volatility points, RR25 +1.48 volatility points and BF25 +0.10 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.32 volatility points, RR25 +0.36 volatility points and BF25 +0.02 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.36 volatility points, RR25 -0.30 volatility points and BF25 +0.08 volatility points between the stored endpoints.
Front-end ATM IV was broadly unchanged, while long-dated ATM IV declined; skew and convexity were also broadly unchanged.
Across the six headline tenors, ATM IV averaged -0.14 volatility points, RR25 +0.06 volatility points and BF25 -0.00 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.69 volatility points, RR25 -0.05 volatility points and BF25 +0.00 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.81 volatility points, RR25 +0.27 volatility points and BF25 +0.05 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.90 volatility points, RR25 +1.12 volatility points and BF25 -0.07 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.45 volatility points, RR25 -0.46 volatility points and BF25 +0.07 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.57 volatility points, RR25 -0.20 volatility points and BF25 +0.06 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.65 volatility points, RR25 -0.19 volatility points and BF25 -0.03 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -1.08 volatility points, RR25 +0.89 volatility points and BF25 -0.03 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -1.72 volatility points, RR25 +0.35 volatility points and BF25 -0.18 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.30 volatility points, RR25 -0.10 volatility points and BF25 +0.04 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +1.13 volatility points, RR25 -0.43 volatility points and BF25 +0.03 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.80 volatility points, RR25 +0.39 volatility points and BF25 -0.06 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.17 volatility points, RR25 -0.43 volatility points and BF25 +0.24 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.47 volatility points, RR25 +0.05 volatility points and BF25 -0.17 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.59 volatility points, RR25 +0.20 volatility points and BF25 -0.06 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -1.72 volatility points, RR25 +0.46 volatility points and BF25 -0.12 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.93 volatility points, RR25 +0.86 volatility points and BF25 -0.33 volatility points between the stored endpoints.
Weekly research
3 reports
Across the six headline tenors, ATM IV averaged -1.18 volatility points, RR25 -0.62 volatility points and BF25 -0.27 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -0.10 volatility points, RR25 -1.71 volatility points and BF25 +0.14 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.61 volatility points, RR25 +0.62 volatility points and BF25 +0.16 volatility points between the stored endpoints.
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