Published daily report data
BTC options metrics: 2026-05-20
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 | 33.73% | -2.71 | -4.15% | 0.47 | 1.91% | 0.13 |
| 2W | 35.23% | -1.36 | -5.18% | 0.95 | 1.94% | -0.17 |
| 1M | 36.31% | -1.01 | -5.58% | 0.49 | 2.16% | -0.11 |
| 3M | 38.78% | -0.38 | -5.57% | 0.32 | 2.23% | -0.06 |
| 6M | 41.90% | -0.21 | -5.22% | 0.15 | 2.44% | -0.03 |
| 9M | 43.40% | -0.23 | -4.88% | 0.08 | 2.48% | 0.02 |
| 1Y | 44.08% | -0.26 | -4.65% | 0.02 | 2.47% | 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.