Published daily report data
BTC options metrics: 2026-06-14
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 | 38.37% | -0.97 | -5.04% | -0.01 | 2.40% | 0.43 |
| 2W | 37.88% | -1.00 | -5.46% | -0.03 | 2.38% | 0.13 |
| 1M | 37.99% | -0.79 | -6.06% | -0.05 | 2.34% | 0.21 |
| 3M | 39.38% | -0.25 | -5.77% | -0.16 | 2.53% | 0.04 |
| 6M | 42.11% | -0.20 | -4.95% | -0.17 | 2.87% | 0.15 |
| 9M | 43.13% | -0.19 | -4.23% | -0.17 | 2.91% | 0.07 |
| 1Y | 43.63% | -0.17 | -3.84% | -0.20 | 2.92% | 0.00 |
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.