Published daily report data
BTC options metrics: 2026-06-08
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 | 46.28% | -11.10 | -7.29% | 3.82 | 2.79% | -2.26 |
| 2W | 44.31% | -6.31 | -7.19% | 2.19 | 2.83% | -1.45 |
| 1M | 42.85% | -3.03 | -6.75% | 1.33 | 2.65% | -0.81 |
| 3M | 42.12% | -1.29 | -5.74% | 0.40 | 2.46% | -0.38 |
| 6M | 43.58% | -0.50 | -4.75% | 0.08 | 2.59% | -0.28 |
| 9M | 44.12% | -0.53 | -3.99% | -0.19 | 2.91% | 0.03 |
| 1Y | 44.36% | -0.62 | -3.55% | -0.38 | 3.11% | 0.24 |
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.