Published daily report data
BTC options metrics: 2026-06-22
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 | 37.18% | -3.11 | -6.90% | 0.93 | 2.38% | -0.49 |
| 2W | 36.95% | -1.93 | -7.63% | 0.98 | 2.41% | -0.44 |
| 1M | 37.30% | -1.21 | -7.65% | 0.28 | 2.57% | -0.20 |
| 3M | 38.76% | -0.20 | -6.88% | -0.69 | 2.84% | 0.07 |
| 6M | 41.63% | -0.14 | -5.56% | -0.64 | 3.02% | 0.16 |
| 9M | 42.62% | -0.19 | -4.67% | -0.44 | 3.13% | 0.16 |
| 1Y | 43.11% | -0.21 | -4.22% | -0.35 | 3.18% | 0.13 |
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.