Published daily report data
BTC options metrics: 2026-06-03
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 | 48.60% | 2.18 | -8.92% | -1.22 | 3.76% | 0.66 |
| 2W | 47.04% | 3.15 | -9.57% | -2.10 | 3.47% | 0.70 |
| 1M | 44.83% | 3.40 | -8.70% | -1.82 | 3.00% | 0.44 |
| 3M | 42.27% | 2.61 | -7.22% | -1.41 | 2.44% | 0.19 |
| 6M | 43.85% | 1.61 | -6.27% | -0.74 | 2.59% | 0.14 |
| 9M | 44.54% | 1.22 | -5.84% | -0.59 | 2.58% | 0.15 |
| 1Y | 44.83% | 1.01 | -5.62% | -0.53 | 2.58% | 0.17 |
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.