Published daily report data
BTC options metrics: 2026-05-07
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 | 34.15% | -0.52 | -2.06% | -0.19 | 1.88% | 0.29 |
| 2W | 35.51% | -1.02 | -3.28% | -0.51 | 1.78% | 0.13 |
| 1M | 37.05% | -0.57 | -3.88% | -0.58 | 1.92% | -0.14 |
| 3M | 39.33% | -0.33 | -3.98% | -0.33 | 2.02% | 0.09 |
| 6M | 42.21% | -0.22 | -3.90% | -0.02 | 2.38% | 0.22 |
| 9M | 43.84% | -0.13 | -3.69% | 0.23 | 2.39% | 0.19 |
| 1Y | 44.58% | -0.08 | -3.61% | 0.23 | 2.31% | 0.15 |
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.