Published daily report data
BTC options metrics: 2026-06-27
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 | 43.95% | -0.16 | -8.30% | 0.71 | 2.70% | -0.19 |
| 2W | 43.10% | 0.05 | -8.28% | 0.23 | 2.42% | -0.19 |
| 1M | 42.22% | 0.15 | -8.20% | 0.53 | 2.46% | -0.65 |
| 3M | 42.11% | 0.18 | -8.24% | -0.01 | 2.66% | -0.21 |
| 6M | 43.56% | 0.16 | -6.80% | 0.07 | 2.90% | -0.07 |
| 9M | 44.01% | 0.04 | -5.78% | -0.06 | 2.92% | 0.02 |
| 1Y | 44.36% | 0.00 | -5.30% | 0.00 | 2.74% | 0.10 |
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.