Published daily report data
BTC options metrics: 2026-04-27
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 | 37.25% | -1.53 | -3.95% | -1.16 | 1.91% | 0.02 |
| 2W | 37.53% | -0.63 | -4.44% | -1.14 | 1.94% | 0.14 |
| 1M | 38.69% | 0.00 | -4.81% | -0.68 | 2.05% | 0.14 |
| 3M | 40.45% | -0.07 | -5.09% | -0.58 | 2.11% | 0.08 |
| 6M | 42.34% | 0.07 | -4.87% | -0.30 | 2.35% | 0.18 |
| 9M | 43.89% | 0.11 | -4.50% | -0.17 | 2.34% | 0.09 |
| 1Y | 44.71% | 0.05 | -4.37% | -0.10 | 2.21% | 0.02 |
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.