Published daily report data
BTC options metrics: 2026-04-28
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 | 37.28% | 0.03 | -4.10% | -0.15 | 1.80% | -0.11 |
| 2W | 37.79% | 0.26 | -4.86% | -0.42 | 2.00% | 0.06 |
| 1M | 38.53% | -0.16 | -4.87% | -0.06 | 2.07% | 0.02 |
| 3M | 40.55% | 0.10 | -5.42% | -0.33 | 2.16% | 0.05 |
| 6M | 42.50% | 0.16 | -4.92% | -0.05 | 2.34% | -0.01 |
| 9M | 43.92% | 0.03 | -4.54% | -0.04 | 2.32% | -0.02 |
| 1Y | 44.59% | -0.12 | -4.21% | 0.16 | 2.13% | -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.