Published daily report data
BTC options metrics: 2026-06-13
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 | 39.34% | 2.50 | -5.03% | -1.31 | 1.97% | 0.05 |
| 2W | 38.88% | 1.59 | -5.43% | -0.89 | 2.25% | -0.11 |
| 1M | 38.78% | 0.13 | -6.01% | -0.56 | 2.13% | -0.08 |
| 3M | 39.63% | -0.31 | -5.61% | -0.25 | 2.49% | 0.01 |
| 6M | 42.31% | -0.28 | -4.78% | -0.12 | 2.72% | 0.00 |
| 9M | 43.32% | -0.32 | -4.06% | -0.25 | 2.84% | 0.07 |
| 1Y | 43.80% | -0.36 | -3.64% | -0.33 | 2.92% | 0.15 |
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.