Published daily report data
BTC options metrics: 2026-05-25
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 | 30.30% | -2.66 | -2.62% | 1.45 | 1.66% | -0.07 |
| 2W | 31.13% | -1.86 | -3.22% | 1.61 | 1.86% | 0.05 |
| 1M | 32.78% | -1.35 | -3.39% | 1.75 | 1.97% | -0.09 |
| 3M | 36.94% | -0.30 | -3.80% | 1.27 | 2.30% | 0.05 |
| 6M | 40.79% | -0.06 | -4.29% | 0.63 | 2.45% | 0.03 |
| 9M | 42.63% | 0.03 | -4.38% | 0.27 | 2.46% | 0.09 |
| 1Y | 43.58% | 0.12 | -4.35% | 0.09 | 2.43% | 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.