Published daily report data
BTC options metrics: 2026-06-23
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 | 37.80% | 0.62 | -8.04% | -1.14 | 3.20% | 0.82 |
| 2W | 37.80% | 0.85 | -8.55% | -0.92 | 3.11% | 0.70 |
| 1M | 38.11% | 0.81 | -8.38% | -0.73 | 2.94% | 0.37 |
| 3M | 39.04% | 0.28 | -7.50% | -0.62 | 2.92% | 0.08 |
| 6M | 41.73% | 0.10 | -6.07% | -0.51 | 3.07% | 0.05 |
| 9M | 42.71% | 0.09 | -5.19% | -0.52 | 3.11% | -0.02 |
| 1Y | 43.20% | 0.09 | -4.76% | -0.54 | 3.12% | -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.