Published daily report data
BTC options metrics: 2026-06-19
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 | 36.06% | -3.46 | -5.67% | 3.40 | 2.45% | -1.38 |
| 2W | 37.25% | -2.58 | -8.54% | 0.53 | 2.94% | -0.21 |
| 1M | 37.39% | -1.83 | -7.98% | 0.04 | 2.92% | -0.02 |
| 3M | 38.80% | -0.96 | -6.76% | -0.05 | 2.80% | 0.05 |
| 6M | 41.74% | -0.47 | -5.33% | -0.12 | 2.97% | 0.10 |
| 9M | 42.75% | -0.39 | -4.57% | -0.17 | 3.13% | 0.13 |
| 1Y | 43.26% | -0.35 | -4.18% | -0.19 | 3.20% | 0.15 |
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.