Published daily report data
BTC options metrics: 2026-06-09
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 | 45.27% | -1.01 | -6.47% | 0.82 | 3.03% | 0.24 |
| 2W | 44.20% | -0.11 | -7.47% | -0.28 | 3.15% | 0.32 |
| 1M | 43.45% | 0.60 | -7.52% | -0.77 | 2.78% | 0.13 |
| 3M | 42.95% | 0.83 | -6.55% | -0.81 | 2.67% | 0.21 |
| 6M | 44.09% | 0.51 | -5.19% | -0.44 | 2.87% | 0.28 |
| 9M | 44.70% | 0.58 | -4.14% | -0.15 | 2.96% | 0.05 |
| 1Y | 45.01% | 0.65 | -3.52% | 0.03 | 3.02% | -0.09 |
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.