Published daily report data
BTC options metrics: 2026-05-16
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 | 35.75% | 1.82 | -5.81% | -0.93 | 2.21% | 0.37 |
| 2W | 36.21% | 0.59 | -7.22% | -1.53 | 2.38% | 0.43 |
| 1M | 37.28% | 0.13 | -7.35% | -1.72 | 2.57% | 0.36 |
| 3M | 39.23% | 0.11 | -6.55% | -1.47 | 2.49% | 0.19 |
| 6M | 42.13% | -0.05 | -5.61% | -0.85 | 2.53% | 0.15 |
| 9M | 43.62% | -0.07 | -5.12% | -0.67 | 2.44% | 0.05 |
| 1Y | 44.31% | 0.01 | -4.75% | -0.57 | 2.33% | -0.03 |
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.