Published daily report data
BTC options metrics: 2026-06-11
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 | 40.82% | -6.29 | -3.73% | 3.99 | 2.23% | -0.79 |
| 2W | 41.52% | -4.48 | -5.00% | 2.87 | 2.62% | -0.59 |
| 1M | 41.18% | -3.11 | -5.82% | 2.58 | 2.34% | -0.54 |
| 3M | 41.51% | -1.91 | -5.96% | 1.39 | 2.54% | -0.19 |
| 6M | 43.38% | -1.02 | -4.92% | 0.84 | 2.76% | -0.16 |
| 9M | 44.11% | -0.63 | -4.08% | 0.49 | 2.94% | -0.11 |
| 1Y | 44.47% | -0.42 | -3.59% | 0.27 | 3.03% | -0.11 |
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.