Published daily report data
BTC options metrics: 2026-05-22
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 | 34.22% | 3.43 | -3.69% | -1.30 | 1.59% | -0.06 |
| 2W | 34.00% | 0.98 | -5.22% | -1.13 | 1.74% | 0.01 |
| 1M | 34.90% | 0.36 | -5.74% | -0.71 | 2.08% | -0.01 |
| 3M | 37.62% | -0.05 | -5.37% | -0.19 | 2.39% | 0.21 |
| 6M | 41.12% | 0.03 | -5.24% | 0.01 | 2.56% | 0.09 |
| 9M | 42.88% | 0.05 | -4.94% | 0.13 | 2.56% | 0.13 |
| 1Y | 43.77% | 0.05 | -4.69% | 0.19 | 2.51% | 0.17 |
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.