Published daily report data
BTC options metrics: 2026-05-09
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 | 34.79% | 2.72 | -1.97% | -0.37 | 1.49% | 0.03 |
| 2W | 35.72% | 1.97 | -3.02% | 0.12 | 1.46% | -0.02 |
| 1M | 36.99% | 1.22 | -3.68% | -0.09 | 1.84% | -0.05 |
| 3M | 39.22% | 0.26 | -4.10% | 0.15 | 2.06% | -0.05 |
| 6M | 42.18% | 0.04 | -4.22% | 0.11 | 2.46% | 0.03 |
| 9M | 43.89% | 0.01 | -4.03% | 0.01 | 2.49% | -0.05 |
| 1Y | 44.67% | 0.07 | -3.88% | -0.12 | 2.40% | -0.22 |
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.