Published daily report data
BTC options metrics: 2026-05-02
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 | 34.60% | 2.55 | -2.17% | 0.35 | 1.61% | 0.09 |
| 2W | 36.41% | 1.21 | -3.72% | -0.03 | 1.68% | 0.07 |
| 1M | 37.63% | 0.75 | -4.42% | -0.07 | 1.88% | 0.01 |
| 3M | 39.38% | 0.16 | -5.59% | -0.18 | 2.11% | -0.04 |
| 6M | 41.85% | -0.09 | -5.01% | -0.16 | 2.35% | 0.04 |
| 9M | 43.41% | -0.13 | -4.73% | -0.10 | 2.31% | 0.04 |
| 1Y | 44.26% | -0.11 | -4.54% | -0.02 | 2.14% | 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.