Seven-day surface comparison
The complete weekly Derivasys BTC options surface archive, with endpoint changes and the final verified snapshot from each observed UTC date.
Weekly archive
8 reports
Bitcoin two-week RR25 rose 3.22 volatility points to 1.61%, shifting from put-rich to call-rich pricing and registering as a notable historical move. Front-end ATM IV increased 1.92 points over the week, while long-dated ATM IV was broadly unchanged. The two-week ATM IV rise was 2.54 points to 36.73%.
Bitcoin’s week was shaped by a renewed institutional bid, an abrupt change in the US rates narrative and a large derivatives expiry. Treasury plans for bigger bond buybacks helped weaken the dollar and revive the debasement trade, while strong ETF inflows carried Bitcoin through $80,000. Inflation data and Kevin Warsh’s Jackson Hole debut later restored some policy caution. The options market traced the same unsettled path: front-end volatility rose sharply, reversed just as quickly and ended the week 8.75 points lower at the one-week tenor.
Across the six headline tenors, ATM IV averaged +7.45 volatility points, RR25 +4.16 volatility points and BF25 +0.55 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged +0.48 volatility points, RR25 +0.02 volatility points and BF25 +0.04 volatility points between the stored endpoints.
Across the six headline tenors, ATM IV averaged -1.86 volatility points, RR25 +0.76 volatility points and BF25 -0.19 volatility points between the stored endpoints.
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.
