Published daily report data
BTC options metrics: 2026-04-29
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 | 34.98% | -2.30 | -3.94% | 0.16 | 1.88% | 0.08 |
| 2W | 36.88% | -0.91 | -5.31% | -0.45 | 2.09% | 0.09 |
| 1M | 37.83% | -0.70 | -5.27% | -0.40 | 2.05% | -0.02 |
| 3M | 39.99% | -0.56 | -5.52% | -0.10 | 2.20% | 0.04 |
| 6M | 42.30% | -0.20 | -5.04% | -0.12 | 2.30% | -0.04 |
| 9M | 43.76% | -0.16 | -4.58% | -0.04 | 2.24% | -0.08 |
| 1Y | 44.47% | -0.12 | -4.41% | -0.20 | 2.07% | -0.06 |
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.