24-hour surface comparison

Daily BTC options surface reports.

The complete daily Derivasys BTC options surface report archive, with 24-hour ATM IV, RR25, BF25 and fitted-smile changes.

Daily archive

Newest daily report first.

2 reports

Latest daily

BTC daily surface: 2W ATM IV falls 2.08 volatility points

Across the six headline tenors, ATM IV averaged -0.96 volatility points, RR25 -0.23 volatility points and BF25 -0.08 volatility points between the stored endpoints.

ATM IV
-0.96 vol pts
RR25
-0.23 vol pts
BF25
-0.08 vol pts
Open permanent report
Daily

BTC daily surface: 2W ATM IV rises 0.83 volatility points

Across the six headline tenors, ATM IV averaged +0.35 volatility points, RR25 -0.26 volatility points and BF25 -0.04 volatility points between the stored endpoints.

ATM IV
+0.35 vol pts
RR25
-0.26 vol pts
BF25
-0.04 vol pts
Open permanent report