Published daily report data
BTC options metrics: 2026-05-01
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 | 32.05% | -1.63 | -2.52% | -0.74 | 1.52% | -0.20 |
| 2W | 35.20% | -1.67 | -3.69% | 0.23 | 1.61% | -0.35 |
| 1M | 36.88% | -0.17 | -4.35% | 0.22 | 1.87% | -0.10 |
| 3M | 39.22% | -0.24 | -5.41% | -0.07 | 2.15% | 0.09 |
| 6M | 41.94% | -0.15 | -4.85% | 0.14 | 2.31% | 0.04 |
| 9M | 43.54% | -0.07 | -4.63% | -0.05 | 2.27% | 0.03 |
| 1Y | 44.37% | -0.09 | -4.52% | -0.26 | 2.12% | 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.