Published daily report data
BTC options metrics: 2026-05-04
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 | 38.47% | 2.09 | -2.45% | -0.15 | 1.75% | 0.17 |
| 2W | 38.45% | 1.54 | -3.24% | -0.26 | 1.78% | 0.24 |
| 1M | 39.24% | 1.77 | -3.78% | -0.57 | 1.96% | 0.07 |
| 3M | 40.90% | 1.66 | -5.03% | -0.49 | 2.09% | 0.07 |
| 6M | 43.55% | 1.66 | -4.93% | -0.26 | 2.21% | -0.02 |
| 9M | 44.74% | 1.31 | -4.70% | -0.22 | 2.22% | 0.02 |
| 1Y | 45.15% | 0.94 | -4.56% | -0.21 | 2.14% | 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.