Published daily report data
BTC options metrics: 2026-05-23
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 | 34.55% | 0.33 | -4.13% | -0.44 | 1.69% | 0.10 |
| 2W | 34.09% | 0.09 | -4.82% | 0.40 | 1.78% | 0.04 |
| 1M | 34.79% | -0.11 | -5.07% | 0.67 | 2.09% | 0.01 |
| 3M | 37.39% | -0.23 | -5.16% | 0.21 | 2.36% | -0.03 |
| 6M | 40.93% | -0.19 | -4.90% | 0.34 | 2.46% | -0.10 |
| 9M | 42.77% | -0.11 | -4.71% | 0.23 | 2.45% | -0.11 |
| 1Y | 43.69% | -0.08 | -4.55% | 0.14 | 2.43% | -0.08 |
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.