24-hour surface comparison
The complete daily Derivasys BTC options surface report archive, with 24-hour ATM IV, RR25, BF25 and fitted-smile changes. Reports from 18 July 2026 also include linked news context.
Reports from 18 July 2026 include contextual news. Earlier reports contain measured surface analysis only.
Daily archive
141 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.
Permanent monthly index
Publication coverage
131 dates from 21 April 2026 through 30 August 2026 passed the snapshot-pair and surface-data checks and have permanent reports.
21 April 2026 omitted: No comparison snapshot exists within three hours of 2026-04-20T23:59:00+00:00
