Published daily report data
BTC options metrics: 2026-05-31
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 | 33.28% | 1.40 | -3.41% | 0.62 | 1.65% | 0.38 |
| 2W | 34.00% | 1.15 | -3.82% | 0.35 | 1.60% | 0.33 |
| 1M | 34.71% | 0.99 | -4.31% | -0.14 | 1.79% | 0.08 |
| 3M | 36.09% | 0.10 | -4.62% | 0.06 | 1.96% | -0.02 |
| 6M | 40.15% | -0.13 | -5.19% | -0.12 | 2.31% | 0.02 |
| 9M | 41.98% | -0.09 | -5.15% | -0.11 | 2.27% | -0.03 |
| 1Y | 42.89% | -0.05 | -5.06% | -0.10 | 2.24% | -0.06 |
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.