Published daily report data
BTC options metrics: 2026-05-03
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 | 36.38% | 1.78 | -2.30% | -0.13 | 1.58% | -0.03 |
| 2W | 36.91% | 0.50 | -2.98% | 0.74 | 1.54% | -0.14 |
| 1M | 37.47% | -0.16 | -3.21% | 1.21 | 1.89% | 0.01 |
| 3M | 39.24% | -0.14 | -4.54% | 1.05 | 2.02% | -0.09 |
| 6M | 41.89% | 0.04 | -4.67% | 0.34 | 2.23% | -0.12 |
| 9M | 43.43% | 0.02 | -4.48% | 0.25 | 2.20% | -0.11 |
| 1Y | 44.21% | -0.05 | -4.35% | 0.19 | 2.05% | -0.09 |
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.