Published daily report data
BTC options metrics: 2026-06-28
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 | 49.30% | 5.35 | -10.63% | -2.33 | 3.43% | 0.73 |
| 2W | 46.64% | 3.54 | -10.14% | -1.86 | 3.06% | 0.64 |
| 1M | 44.41% | 2.19 | -9.30% | -1.10 | 2.90% | 0.44 |
| 3M | 42.88% | 0.77 | -8.46% | -0.22 | 2.98% | 0.32 |
| 6M | 43.97% | 0.41 | -6.77% | 0.03 | 3.01% | 0.11 |
| 9M | 44.35% | 0.34 | -5.85% | -0.07 | 2.95% | 0.03 |
| 1Y | 44.63% | 0.27 | -5.26% | 0.04 | 2.82% | 0.08 |
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.