Published daily report data
BTC options metrics: 2026-05-06
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 | 34.67% | -4.00 | -1.87% | -0.34 | 1.59% | -0.30 |
| 2W | 36.53% | -1.94 | -2.77% | -0.27 | 1.65% | -0.25 |
| 1M | 37.62% | -0.84 | -3.30% | -0.03 | 2.06% | 0.05 |
| 3M | 39.66% | -0.11 | -3.65% | 0.58 | 1.93% | -0.12 |
| 6M | 42.43% | -0.08 | -3.88% | 0.42 | 2.16% | -0.02 |
| 9M | 43.97% | -0.06 | -3.92% | 0.28 | 2.20% | -0.04 |
| 1Y | 44.66% | -0.07 | -3.84% | 0.28 | 2.16% | -0.06 |
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.