Published daily report data
BTC options metrics: 2026-05-13
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 | 36.52% | 1.52 | -3.35% | -0.94 | 1.59% | 0.16 |
| 2W | 37.36% | 2.07 | -4.01% | -1.03 | 1.89% | 0.25 |
| 1M | 38.03% | 1.24 | -4.46% | -1.03 | 2.08% | 0.15 |
| 3M | 39.76% | 0.57 | -4.49% | -0.76 | 2.05% | 0.06 |
| 6M | 42.63% | 0.39 | -4.43% | -0.37 | 2.35% | 0.03 |
| 9M | 44.14% | 0.27 | -4.22% | -0.30 | 2.44% | 0.10 |
| 1Y | 44.82% | 0.21 | -4.00% | -0.29 | 2.44% | 0.15 |
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.