Published daily report data
BTC options metrics: 2026-06-15
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 | 35.78% | -2.59 | -3.78% | 1.26 | 2.06% | -0.34 |
| 2W | 35.81% | -2.07 | -4.52% | 0.94 | 2.16% | -0.22 |
| 1M | 36.31% | -1.68 | -5.31% | 0.75 | 2.23% | -0.11 |
| 3M | 38.12% | -1.26 | -5.32% | 0.45 | 2.46% | -0.07 |
| 6M | 41.50% | -0.61 | -4.70% | 0.25 | 2.70% | -0.17 |
| 9M | 42.72% | -0.41 | -4.05% | 0.18 | 2.85% | -0.06 |
| 1Y | 43.33% | -0.30 | -3.70% | 0.14 | 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.