Published daily report data
BTC options metrics: 2026-05-27
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 | 33.61% | 1.62 | -3.57% | -0.38 | 2.03% | 0.34 |
| 2W | 34.40% | 1.94 | -4.47% | -0.53 | 2.01% | 0.23 |
| 1M | 34.76% | 1.02 | -4.61% | -0.54 | 2.11% | 0.12 |
| 3M | 37.18% | 0.02 | -5.06% | -0.78 | 2.28% | -0.02 |
| 6M | 40.87% | -0.07 | -5.27% | -0.63 | 2.43% | 0.03 |
| 9M | 42.63% | -0.12 | -5.18% | -0.57 | 2.38% | -0.01 |
| 1Y | 43.49% | -0.18 | -5.05% | -0.54 | 2.33% | -0.02 |
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.