Published daily report data
BTC options metrics: 2026-06-12
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 | 36.84% | -3.98 | -3.72% | 0.01 | 1.92% | -0.31 |
| 2W | 37.29% | -4.23 | -4.54% | 0.46 | 2.36% | -0.26 |
| 1M | 38.65% | -2.53 | -5.45% | 0.37 | 2.21% | -0.13 |
| 3M | 39.94% | -1.57 | -5.36% | 0.60 | 2.48% | -0.06 |
| 6M | 42.59% | -0.79 | -4.66% | 0.26 | 2.72% | -0.04 |
| 9M | 43.64% | -0.47 | -3.81% | 0.27 | 2.77% | -0.17 |
| 1Y | 44.16% | -0.31 | -3.31% | 0.28 | 2.77% | -0.26 |
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.