Published daily report data
BTC options metrics: 2026-06-02
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 | 46.42% | 11.14 | -7.70% | -4.19 | 3.10% | 1.23 |
| 2W | 43.89% | 8.72 | -7.47% | -3.51 | 2.77% | 0.83 |
| 1M | 41.43% | 5.88 | -6.88% | -2.20 | 2.56% | 0.50 |
| 3M | 39.66% | 2.81 | -5.81% | -1.03 | 2.25% | 0.19 |
| 6M | 42.24% | 1.73 | -5.53% | -0.33 | 2.45% | 0.01 |
| 9M | 43.32% | 1.15 | -5.25% | -0.14 | 2.43% | 0.00 |
| 1Y | 43.82% | 0.80 | -5.09% | -0.09 | 2.41% | 0.03 |
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.