Published daily report data
BTC options metrics: 2026-04-30
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 | 34.13% | -0.78 | -1.94% | 2.01 | 1.72% | -0.13 |
| 2W | 37.14% | 0.23 | -3.99% | 1.36 | 1.91% | -0.18 |
| 1M | 37.17% | -0.63 | -4.58% | 0.71 | 1.96% | -0.09 |
| 3M | 39.49% | -0.51 | -5.28% | 0.23 | 2.08% | -0.11 |
| 6M | 42.09% | -0.24 | -4.89% | 0.14 | 2.21% | -0.08 |
| 9M | 43.60% | -0.18 | -4.56% | 0.03 | 2.22% | -0.03 |
| 1Y | 44.42% | -0.07 | -4.25% | 0.18 | 2.11% | 0.04 |
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.