Published daily report data
BTC options metrics: 2026-05-10
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 | 35.17% | 0.38 | -2.67% | -0.70 | 1.47% | -0.02 |
| 2W | 35.79% | 0.07 | -3.18% | -0.16 | 1.52% | 0.06 |
| 1M | 36.98% | -0.01 | -3.92% | -0.24 | 1.96% | 0.12 |
| 3M | 38.91% | -0.31 | -4.17% | -0.07 | 2.01% | -0.05 |
| 6M | 41.86% | -0.32 | -4.20% | 0.02 | 2.40% | -0.06 |
| 9M | 43.55% | -0.34 | -4.19% | -0.16 | 2.41% | -0.08 |
| 1Y | 44.35% | -0.32 | -4.16% | -0.28 | 2.30% | -0.10 |
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.