Published daily report data
BTC options metrics: 2026-06-21
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 | 40.29% | 3.82 | -7.83% | -1.52 | 2.87% | 0.48 |
| 2W | 38.88% | 2.37 | -8.61% | -0.87 | 2.85% | 0.27 |
| 1M | 38.51% | 1.70 | -7.93% | -0.30 | 2.77% | 0.14 |
| 3M | 38.96% | 0.65 | -6.19% | 0.05 | 2.77% | 0.13 |
| 6M | 41.77% | 0.30 | -4.92% | 0.01 | 2.86% | 0.11 |
| 9M | 42.81% | 0.21 | -4.23% | 0.04 | 2.97% | 0.04 |
| 1Y | 43.32% | 0.16 | -3.87% | 0.07 | 3.05% | 0.03 |
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.