Published daily report data
BTC options metrics: 2026-05-15
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 | 33.93% | -0.43 | -4.88% | -1.14 | 1.84% | -0.16 |
| 2W | 35.62% | -0.21 | -5.69% | -0.73 | 1.95% | -0.01 |
| 1M | 37.15% | -0.17 | -5.63% | -1.16 | 2.21% | 0.18 |
| 3M | 39.12% | -0.21 | -5.08% | -0.82 | 2.30% | 0.30 |
| 6M | 42.18% | 0.02 | -4.76% | -0.21 | 2.38% | 0.07 |
| 9M | 43.69% | -0.04 | -4.45% | 0.03 | 2.39% | 0.07 |
| 1Y | 44.30% | -0.20 | -4.18% | 0.12 | 2.36% | 0.14 |
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.