Daily major-coins market report · BTC, ETH and SOL

SOL leads major-coin volatility moves as 1W ATM IV rises30 August 2026

BTC spot +1.55% and one-week ATM IV +0.19 points; ETH spot +1.61% and one-week ATM IV +1.97 points; SOL spot +3.02% and one-week ATM IV +2.56 points. The cross-asset report compares the same stored Derivasys surface snapshots and realised-volatility windows used by each underlying daily edition.

01 · Market read

The day across the three live Derivasys markets.

One-week implied volatility rose across all three markets. The largest one-week implied-versus-seven-day realised gap was in BTC, at -6.66 volatility points.

This is a comparison, not a pooled surface: each asset keeps its own forwards, expiries, SVI fit and realised-volatility history.

02 · Macro and crypto diary

Bitcoin gains without a volatility chase

Bitcoin rose 1.55 per cent over the 24-hour window, but the options market did not chase the move: one-week implied volatility added only 0.19 points and one-month volatility slipped. Skew became less defensive, while seven-day realised volatility remained above the one-week implied measure. The news backdrop offered useful institutional and on-chain context, though neither item provides a convincing explanation for the restrained repricing.

30 August 2026

Bitcoin gains without a volatility chase

Bitcoin’s forward rose as the front of the volatility curve held broadly steady and short-dated skew moved back towards calls, leaving the day more orderly than the spot advance alone might suggest.

Macro: The weekend produced no fresh scheduled macro release that met the report’s relevance threshold; the latest completed US-session context therefore remains Friday’s close.

Crypto: Sber’s proposed use of Bitcoin, Ether and USDT as collateral added an institutional-adoption thread, while unusually active old Bitcoin wallets supplied a separate on-chain risk marker; neither was treated as the cause of the surface move.

03 · Cross-asset scorecard

Implied volatility, realised volatility and skew.

AssetSpot 24h1W ATM1W ATM Δ7d RV1W IV − 7d RV1W RR251W BF25
BTC+1.55%+33.53%+0.19 vol pts+40.19%-6.66 vol pts-0.46 vol pts+1.84 vol pts
ETH+1.61%+45.25%+1.97 vol pts+51.16%-5.91 vol pts-0.08 vol pts+2.66 vol pts
SOL+3.02%+72.36%+2.56 vol pts+76.46%-4.10 vol pts+4.66 vol pts+4.98 vol pts

04 · Term structures

ATM implied volatility across common standard tenors.

Asset1W ATM / Δ1M ATM / Δ3M ATM / Δ6M ATM / Δ1Y ATM / Δ
BTC33.53% / +0.1934.99% / -0.3237.74% / -0.2340.05% / -0.2042.23% / -0.10
ETH45.25% / +1.9749.17% / +0.7952.40% / +0.2554.60% / +0.1256.17% / +0.14
SOL72.36% / +2.5667.05% / +0.3561.38% / +0.4259.90% / +0.4359.14% / +0.43

05 · Underlying reports

The full surface evidence remains asset-specific.

BTC

Bitcoin gains without a volatility chase

Average ATM IV fell 0.10 volatility points, led by a 0.32-point decline at 1M, while RR25 moved 0.37 points toward calls.

Read the BTC report
ETH

Ether’s front end catches the spot advance

ETH front-end ATM IV rose 1.44 volatility points on average, led by a 1.97-point increase at 1W, while 1W IV remained 5.91 points below seven-day realised volatility.

Read the ETH report
SOL

Solana leads as call skew steepens

ATM volatility rose across the curve, led by a 2.56-point increase in 1W IV to 72.36%, while RR25 moved toward calls and BF25 declined. [front-atm, largest-standard-tenor, rr25, bf25]

Read the SOL report

06 · Methodology and provenance

A derived publication with no duplicated market data.

The report is assembled at request time from the immutable BTC, ETH and SOL daily-report artifacts for the same UTC report date. It is omitted unless all three exist. Cross-asset averages are descriptive and equal-weighted; no attempt is made to combine distinct volatility surfaces into a single fit.