Published daily report data
BTC options metrics: 2026-05-26
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 | 31.99% | 1.69 | -3.19% | -0.57 | 1.69% | 0.03 |
| 2W | 32.46% | 1.33 | -3.94% | -0.72 | 1.78% | -0.08 |
| 1M | 33.74% | 0.96 | -4.07% | -0.68 | 1.99% | 0.02 |
| 3M | 37.16% | 0.22 | -4.28% | -0.48 | 2.30% | 0.00 |
| 6M | 40.94% | 0.15 | -4.64% | -0.35 | 2.40% | -0.05 |
| 9M | 42.75% | 0.12 | -4.61% | -0.23 | 2.39% | -0.07 |
| 1Y | 43.67% | 0.09 | -4.51% | -0.16 | 2.35% | -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.