Published daily report data
BTC options metrics: 2026-06-20
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 | 36.47% | 0.41 | -6.31% | -0.64 | 2.39% | -0.06 |
| 2W | 36.51% | -0.74 | -7.74% | 0.80 | 2.58% | -0.36 |
| 1M | 36.81% | -0.58 | -7.63% | 0.35 | 2.63% | -0.29 |
| 3M | 38.31% | -0.49 | -6.24% | 0.52 | 2.64% | -0.16 |
| 6M | 41.47% | -0.27 | -4.93% | 0.40 | 2.75% | -0.22 |
| 9M | 42.60% | -0.15 | -4.27% | 0.30 | 2.93% | -0.20 |
| 1Y | 43.16% | -0.10 | -3.94% | 0.24 | 3.02% | -0.18 |
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.