Published daily report data
BTC options metrics: 2026-05-18
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 | 36.75% | -1.54 | -5.05% | 0.01 | 2.23% | 0.19 |
| 2W | 36.74% | -0.85 | -6.41% | -0.37 | 2.31% | 0.11 |
| 1M | 37.29% | -0.54 | -6.73% | 0.31 | 2.35% | -0.01 |
| 3M | 39.01% | -0.09 | -6.01% | 0.36 | 2.31% | -0.02 |
| 6M | 42.06% | 0.10 | -5.60% | -0.01 | 2.42% | 0.03 |
| 9M | 43.57% | 0.10 | -5.09% | 0.00 | 2.45% | 0.06 |
| 1Y | 44.25% | 0.06 | -4.61% | 0.12 | 2.47% | 0.16 |
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.