Published daily report data
BTC options metrics: 2026-05-21
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 | 30.79% | -2.94 | -2.39% | 1.76 | 1.65% | -0.26 |
| 2W | 33.02% | -2.21 | -4.09% | 1.09 | 1.73% | -0.21 |
| 1M | 34.54% | -1.77 | -5.03% | 0.55 | 2.09% | -0.07 |
| 3M | 37.67% | -1.11 | -5.18% | 0.39 | 2.18% | -0.05 |
| 6M | 41.09% | -0.81 | -5.25% | -0.03 | 2.47% | 0.03 |
| 9M | 42.83% | -0.57 | -5.07% | -0.19 | 2.43% | -0.05 |
| 1Y | 43.72% | -0.36 | -4.88% | -0.23 | 2.34% | -0.13 |
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.