Published daily report data
BTC options metrics: 2026-05-24
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 | 32.96% | -1.59 | -4.07% | 0.06 | 1.73% | 0.04 |
| 2W | 32.99% | -1.10 | -4.83% | -0.01 | 1.81% | 0.03 |
| 1M | 34.13% | -0.66 | -5.14% | -0.07 | 2.06% | -0.03 |
| 3M | 37.24% | -0.15 | -5.07% | 0.09 | 2.25% | -0.11 |
| 6M | 40.85% | -0.08 | -4.92% | -0.02 | 2.42% | -0.04 |
| 9M | 42.60% | -0.17 | -4.65% | 0.06 | 2.37% | -0.08 |
| 1Y | 43.46% | -0.23 | -4.44% | 0.11 | 2.30% | -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.