Published daily report data
BTC options metrics: 2026-06-18
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 | 39.52% | 3.44 | -9.07% | -3.81 | 3.83% | 1.17 |
| 2W | 39.83% | 2.92 | -9.07% | -2.60 | 3.15% | 0.58 |
| 1M | 39.22% | 2.08 | -8.02% | -1.58 | 2.94% | 0.54 |
| 3M | 39.76% | 1.34 | -6.71% | -0.88 | 2.75% | 0.20 |
| 6M | 42.21% | 0.73 | -5.21% | -0.24 | 2.87% | 0.02 |
| 9M | 43.14% | 0.58 | -4.40% | -0.04 | 3.00% | 0.06 |
| 1Y | 43.61% | 0.52 | -3.99% | 0.06 | 3.05% | 0.06 |
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.