Published daily report data
BTC options metrics: 2026-06-04
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 | 44.69% | -3.91 | -7.93% | 0.99 | 3.83% | 0.07 |
| 2W | 43.92% | -3.12 | -8.32% | 1.25 | 3.52% | 0.05 |
| 1M | 42.92% | -1.91 | -7.81% | 0.89 | 3.13% | 0.13 |
| 3M | 41.60% | -0.67 | -7.16% | 0.06 | 2.66% | 0.22 |
| 6M | 43.41% | -0.44 | -6.01% | 0.26 | 2.73% | 0.14 |
| 9M | 44.28% | -0.26 | -5.60% | 0.24 | 2.74% | 0.16 |
| 1Y | 44.70% | -0.13 | -5.39% | 0.23 | 2.75% | 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.