Published daily report data
BTC options metrics: 2026-06-24
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 | 40.89% | 3.09 | -9.49% | -1.45 | 4.03% | 0.83 |
| 2W | 40.73% | 2.93 | -9.89% | -1.34 | 3.79% | 0.68 |
| 1M | 41.23% | 3.12 | -9.51% | -1.13 | 3.47% | 0.53 |
| 3M | 41.60% | 2.56 | -8.41% | -0.91 | 3.19% | 0.27 |
| 6M | 43.22% | 1.49 | -6.59% | -0.52 | 3.13% | 0.06 |
| 9M | 43.80% | 1.09 | -5.58% | -0.39 | 3.08% | -0.03 |
| 1Y | 44.10% | 0.90 | -5.07% | -0.31 | 3.03% | -0.09 |
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.