Published daily report data
BTC options metrics: 2026-05-05
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 | 38.67% | 0.20 | -1.53% | 0.92 | 1.89% | 0.14 |
| 2W | 38.47% | 0.02 | -2.50% | 0.74 | 1.90% | 0.12 |
| 1M | 38.46% | -0.78 | -3.27% | 0.51 | 2.01% | 0.05 |
| 3M | 39.77% | -1.13 | -4.23% | 0.80 | 2.05% | -0.04 |
| 6M | 42.51% | -1.04 | -4.30% | 0.63 | 2.18% | -0.03 |
| 9M | 44.03% | -0.71 | -4.20% | 0.50 | 2.24% | 0.02 |
| 1Y | 44.73% | -0.42 | -4.12% | 0.44 | 2.22% | 0.08 |
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.