Published daily report data
BTC options metrics: 2026-04-25
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 | 38.01% | 2.92 | -3.27% | 0.40 | 1.79% | 0.06 |
| 2W | 37.81% | 1.77 | -4.46% | -0.22 | 1.64% | 0.00 |
| 1M | 39.00% | 0.61 | -4.83% | -0.44 | 1.81% | -0.12 |
| 3M | 40.44% | 0.24 | -4.86% | -0.44 | 2.06% | 0.06 |
| 6M | 42.26% | 0.12 | -4.86% | -0.20 | 2.14% | 0.00 |
| 9M | 43.88% | 0.02 | -4.59% | -0.06 | 2.17% | -0.02 |
| 1Y | 44.91% | 0.06 | -4.37% | 0.00 | 2.11% | 0.00 |
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.