Published daily report data
BTC options metrics: 2026-06-29
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 | 41.35% | -7.95 | -6.28% | 4.35 | 2.32% | -1.11 |
| 2W | 40.86% | -5.78 | -6.61% | 3.53 | 2.21% | -0.85 |
| 1M | 40.37% | -4.04 | -6.98% | 2.32 | 2.36% | -0.54 |
| 3M | 40.56% | -2.32 | -7.19% | 1.27 | 2.71% | -0.27 |
| 6M | 42.39% | -1.58 | -6.13% | 0.64 | 2.95% | -0.06 |
| 9M | 43.31% | -1.04 | -5.45% | 0.40 | 2.77% | -0.18 |
| 1Y | 43.90% | -0.73 | -5.15% | 0.11 | 2.81% | -0.01 |
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.