Published daily report data
BTC options metrics: 2026-06-17
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 | 36.08% | 1.47 | -5.26% | -1.74 | 2.66% | 0.58 |
| 2W | 36.91% | 2.29 | -6.47% | -2.16 | 2.57% | 0.50 |
| 1M | 37.14% | 1.81 | -6.44% | -1.73 | 2.40% | 0.25 |
| 3M | 38.42% | 0.90 | -5.83% | -0.87 | 2.55% | 0.07 |
| 6M | 41.48% | 0.40 | -4.97% | -0.54 | 2.85% | 0.16 |
| 9M | 42.56% | 0.20 | -4.36% | -0.38 | 2.94% | 0.20 |
| 1Y | 43.09% | 0.10 | -4.05% | -0.31 | 2.99% | 0.23 |
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.