Published daily report data
BTC options metrics: 2026-05-11
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 | 35.34% | 0.17 | -2.34% | 0.33 | 1.34% | -0.13 |
| 2W | 35.79% | 0.00 | -2.83% | 0.35 | 1.47% | -0.05 |
| 1M | 36.94% | -0.04 | -3.29% | 0.63 | 1.87% | -0.09 |
| 3M | 39.18% | 0.27 | -3.89% | 0.28 | 2.01% | 0.00 |
| 6M | 42.11% | 0.25 | -4.01% | 0.19 | 2.45% | 0.05 |
| 9M | 43.72% | 0.17 | -3.96% | 0.23 | 2.46% | 0.05 |
| 1Y | 44.43% | 0.08 | -3.84% | 0.32 | 2.36% | 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.