Published daily report data
BTC options metrics: 2026-05-19
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 | 36.44% | -0.31 | -4.62% | 0.43 | 1.78% | -0.45 |
| 2W | 36.59% | -0.15 | -6.13% | 0.28 | 2.11% | -0.20 |
| 1M | 37.32% | 0.03 | -6.07% | 0.66 | 2.27% | -0.08 |
| 3M | 39.16% | 0.15 | -5.89% | 0.12 | 2.29% | -0.02 |
| 6M | 42.11% | 0.05 | -5.37% | 0.23 | 2.47% | 0.05 |
| 9M | 43.63% | 0.06 | -4.96% | 0.13 | 2.46% | 0.01 |
| 1Y | 44.34% | 0.09 | -4.67% | -0.06 | 2.37% | -0.10 |
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.