Published daily report data
BTC options metrics: 2026-05-30
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 | 31.88% | 0.60 | -4.03% | -0.62 | 1.27% | -0.42 |
| 2W | 32.85% | 0.19 | -4.17% | 0.19 | 1.27% | -0.47 |
| 1M | 33.72% | -0.05 | -4.17% | 0.46 | 1.71% | -0.28 |
| 3M | 35.99% | -0.13 | -4.68% | -0.07 | 1.98% | -0.07 |
| 6M | 40.28% | 0.14 | -5.07% | 0.14 | 2.29% | -0.02 |
| 9M | 42.07% | 0.15 | -5.04% | 0.04 | 2.30% | 0.02 |
| 1Y | 42.94% | 0.15 | -4.96% | -0.07 | 2.30% | 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.