Published daily report data
BTC options metrics: 2026-06-25
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 | 42.96% | 2.07 | -8.53% | 0.96 | 4.63% | 0.60 |
| 2W | 42.86% | 2.13 | -9.78% | 0.11 | 4.16% | 0.37 |
| 1M | 42.72% | 1.49 | -9.28% | 0.23 | 3.82% | 0.35 |
| 3M | 42.73% | 1.13 | -8.80% | -0.39 | 3.36% | 0.17 |
| 6M | 43.87% | 0.65 | -6.82% | -0.23 | 3.34% | 0.21 |
| 9M | 44.30% | 0.50 | -5.93% | -0.35 | 3.11% | 0.03 |
| 1Y | 44.39% | 0.29 | -5.90% | -0.83 | 2.80% | -0.23 |
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.