Published daily report data
BTC options metrics: 2026-05-28
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 | 33.50% | -0.11 | -2.49% | 1.08 | 2.15% | 0.12 |
| 2W | 34.65% | 0.25 | -4.16% | 0.31 | 2.14% | 0.13 |
| 1M | 35.19% | 0.43 | -4.25% | 0.36 | 2.13% | 0.02 |
| 3M | 36.40% | -0.78 | -4.94% | 0.12 | 1.98% | -0.30 |
| 6M | 40.38% | -0.49 | -5.31% | -0.04 | 2.39% | -0.04 |
| 9M | 42.08% | -0.55 | -5.25% | -0.07 | 2.27% | -0.11 |
| 1Y | 42.90% | -0.59 | -5.14% | -0.09 | 2.16% | -0.17 |
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.