Published daily report data
BTC options metrics: 2026-06-01
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 | 35.28% | 2.00 | -3.51% | -0.10 | 1.87% | 0.22 |
| 2W | 35.17% | 1.17 | -3.96% | -0.14 | 1.94% | 0.34 |
| 1M | 35.55% | 0.84 | -4.68% | -0.37 | 2.06% | 0.27 |
| 3M | 36.85% | 0.76 | -4.78% | -0.16 | 2.06% | 0.10 |
| 6M | 40.51% | 0.36 | -5.20% | -0.01 | 2.44% | 0.13 |
| 9M | 42.17% | 0.19 | -5.11% | 0.04 | 2.43% | 0.16 |
| 1Y | 43.02% | 0.13 | -5.00% | 0.06 | 2.38% | 0.14 |
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.