Published daily report data
BTC options metrics: 2026-06-07
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 | 57.38% | 2.59 | -11.11% | 0.40 | 5.05% | -0.02 |
| 2W | 50.62% | 0.65 | -9.38% | -0.11 | 4.28% | -0.05 |
| 1M | 45.88% | 0.01 | -8.08% | -0.55 | 3.46% | 0.15 |
| 3M | 43.41% | -0.23 | -6.14% | 0.64 | 2.84% | 0.08 |
| 6M | 44.08% | -0.57 | -4.83% | 0.60 | 2.87% | 0.04 |
| 9M | 44.65% | -0.26 | -3.80% | 0.83 | 2.88% | -0.05 |
| 1Y | 44.98% | -0.03 | -3.17% | 0.98 | 2.87% | -0.12 |
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.