Published daily report data
BTC options metrics: 2026-06-06
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 | 54.79% | -1.58 | -11.51% | 0.44 | 5.07% | 0.06 |
| 2W | 49.97% | -1.44 | -9.27% | 2.13 | 4.33% | -0.23 |
| 1M | 45.87% | -0.78 | -7.53% | 1.42 | 3.31% | 0.00 |
| 3M | 43.64% | -0.29 | -6.78% | 1.03 | 2.76% | 0.05 |
| 6M | 44.65% | -0.09 | -5.43% | 1.14 | 2.83% | 0.06 |
| 9M | 44.91% | -0.39 | -4.63% | 1.09 | 2.93% | 0.29 |
| 1Y | 45.01% | -0.61 | -4.15% | 1.05 | 2.99% | 0.47 |
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.