Published daily report data
BTC options metrics: 2026-05-14
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 | 34.36% | -2.16 | -3.74% | -0.39 | 2.00% | 0.41 |
| 2W | 35.83% | -1.53 | -4.96% | -0.95 | 1.96% | 0.07 |
| 1M | 37.32% | -0.71 | -4.47% | -0.01 | 2.03% | -0.05 |
| 3M | 39.33% | -0.43 | -4.26% | 0.23 | 2.00% | -0.05 |
| 6M | 42.16% | -0.47 | -4.55% | -0.12 | 2.31% | -0.04 |
| 9M | 43.73% | -0.41 | -4.48% | -0.26 | 2.32% | -0.12 |
| 1Y | 44.50% | -0.32 | -4.30% | -0.30 | 2.22% | -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.