Published daily report data
BTC options metrics: 2026-06-26
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 | 44.11% | 1.15 | -9.01% | -0.48 | 2.89% | -1.74 |
| 2W | 43.05% | 0.19 | -8.51% | 1.27 | 2.61% | -1.55 |
| 1M | 42.07% | -0.65 | -8.73% | 0.55 | 3.11% | -0.71 |
| 3M | 41.93% | -0.80 | -8.23% | 0.57 | 2.87% | -0.49 |
| 6M | 43.40% | -0.47 | -6.87% | -0.05 | 2.97% | -0.37 |
| 9M | 43.97% | -0.33 | -5.72% | 0.21 | 2.90% | -0.21 |
| 1Y | 44.36% | -0.03 | -5.30% | 0.60 | 2.64% | -0.16 |
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.