Published daily report data
BTC options metrics: 2026-05-08
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 | 32.07% | -2.08 | -1.60% | 0.46 | 1.46% | -0.42 |
| 2W | 33.75% | -1.76 | -3.14% | 0.14 | 1.48% | -0.30 |
| 1M | 35.77% | -1.28 | -3.59% | 0.29 | 1.89% | -0.03 |
| 3M | 38.96% | -0.37 | -4.25% | -0.27 | 2.11% | 0.09 |
| 6M | 42.14% | -0.07 | -4.33% | -0.43 | 2.43% | 0.05 |
| 9M | 43.88% | 0.04 | -4.04% | -0.35 | 2.54% | 0.15 |
| 1Y | 44.60% | 0.02 | -3.76% | -0.15 | 2.62% | 0.31 |
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.