Published daily report data
BTC options metrics: 2026-05-12
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 | 35.00% | -0.34 | -2.41% | -0.07 | 1.43% | 0.09 |
| 2W | 35.29% | -0.50 | -2.98% | -0.15 | 1.64% | 0.17 |
| 1M | 36.79% | -0.15 | -3.43% | -0.14 | 1.93% | 0.06 |
| 3M | 39.19% | 0.01 | -3.73% | 0.16 | 1.99% | -0.02 |
| 6M | 42.24% | 0.13 | -4.06% | -0.05 | 2.32% | -0.13 |
| 9M | 43.87% | 0.15 | -3.92% | 0.04 | 2.34% | -0.12 |
| 1Y | 44.61% | 0.18 | -3.71% | 0.13 | 2.29% | -0.07 |
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.