Published daily report data
BTC options metrics: 2026-05-17
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 | 38.29% | 2.54 | -5.06% | 0.75 | 2.04% | -0.17 |
| 2W | 37.59% | 1.38 | -6.04% | 1.18 | 2.20% | -0.18 |
| 1M | 37.83% | 0.55 | -7.04% | 0.31 | 2.36% | -0.21 |
| 3M | 39.10% | -0.13 | -6.37% | 0.18 | 2.33% | -0.16 |
| 6M | 41.96% | -0.17 | -5.59% | 0.02 | 2.39% | -0.14 |
| 9M | 43.47% | -0.15 | -5.09% | 0.03 | 2.39% | -0.05 |
| 1Y | 44.19% | -0.12 | -4.73% | 0.02 | 2.31% | -0.02 |
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.