Published daily report data
BTC options metrics: 2026-06-16
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 | 34.61% | -1.17 | -3.52% | 0.26 | 2.08% | 0.02 |
| 2W | 34.62% | -1.19 | -4.31% | 0.21 | 2.07% | -0.09 |
| 1M | 35.33% | -0.98 | -4.71% | 0.60 | 2.15% | -0.08 |
| 3M | 37.52% | -0.60 | -4.96% | 0.36 | 2.48% | 0.02 |
| 6M | 41.08% | -0.42 | -4.43% | 0.27 | 2.69% | -0.01 |
| 9M | 42.36% | -0.36 | -3.98% | 0.07 | 2.74% | -0.11 |
| 1Y | 42.99% | -0.34 | -3.74% | -0.04 | 2.76% | -0.16 |
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.