Published daily report data
BTC options metrics: 2026-06-05
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 | 56.37% | 11.68 | -11.95% | -4.02 | 5.01% | 1.18 |
| 2W | 51.41% | 7.49 | -11.40% | -3.08 | 4.56% | 1.04 |
| 1M | 46.65% | 3.73 | -8.95% | -1.14 | 3.31% | 0.18 |
| 3M | 43.93% | 2.33 | -7.81% | -0.65 | 2.71% | 0.05 |
| 6M | 44.74% | 1.33 | -6.57% | -0.56 | 2.77% | 0.04 |
| 9M | 45.30% | 1.02 | -5.72% | -0.12 | 2.64% | -0.10 |
| 1Y | 45.62% | 0.92 | -5.20% | 0.19 | 2.52% | -0.23 |
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.