Published daily report data
BTC options metrics: 2026-04-22
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 2W | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 1M | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 3M | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 6M | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 9M | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
| 1Y | Unavailable: A matching fixed-tenor observation was not present at both snapshots. | |||||
Realised volatility
Unavailable.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- Source report: BTC
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.