Published daily report data
BTC options metrics: 2026-04-26
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 | 38.78% | 0.77 | -2.79% | 0.48 | 1.89% | 0.10 |
| 2W | 38.16% | 0.35 | -3.30% | 1.16 | 1.80% | 0.16 |
| 1M | 38.69% | -0.31 | -4.13% | 0.70 | 1.91% | 0.10 |
| 3M | 40.52% | 0.08 | -4.51% | 0.35 | 2.03% | -0.03 |
| 6M | 42.27% | 0.01 | -4.57% | 0.29 | 2.17% | 0.03 |
| 9M | 43.78% | -0.10 | -4.33% | 0.26 | 2.25% | 0.08 |
| 1Y | 44.66% | -0.25 | -4.27% | 0.10 | 2.19% | 0.08 |
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.