Published daily report data
BTC options metrics: 2026-06-10
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 | 47.11% | 1.84 | -7.72% | -1.25 | 3.02% | -0.01 |
| 2W | 46.00% | 1.80 | -7.87% | -0.40 | 3.21% | 0.06 |
| 1M | 44.29% | 0.84 | -8.40% | -0.88 | 2.88% | 0.10 |
| 3M | 43.42% | 0.47 | -7.35% | -0.80 | 2.73% | 0.06 |
| 6M | 44.40% | 0.31 | -5.76% | -0.57 | 2.92% | 0.05 |
| 9M | 44.74% | 0.04 | -4.57% | -0.43 | 3.05% | 0.09 |
| 1Y | 44.89% | -0.12 | -3.86% | -0.34 | 3.14% | 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.