Published daily report data
BTC options metrics: 2026-05-29
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 | 31.28% | -2.22 | -3.41% | -0.92 | 1.69% | -0.46 |
| 2W | 32.66% | -1.99 | -4.36% | -0.20 | 1.74% | -0.40 |
| 1M | 33.77% | -1.42 | -4.63% | -0.38 | 1.99% | -0.14 |
| 3M | 36.12% | -0.28 | -4.61% | 0.33 | 2.05% | 0.07 |
| 6M | 40.14% | -0.24 | -5.21% | 0.10 | 2.31% | -0.08 |
| 9M | 41.92% | -0.16 | -5.08% | 0.17 | 2.28% | 0.01 |
| 1Y | 42.79% | -0.11 | -4.89% | 0.25 | 2.23% | 0.07 |
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.