Published daily report data
BTC options metrics: 2026-06-30
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 | 43.07% | 1.72 | -7.06% | -0.78 | 2.90% | 0.58 |
| 2W | 42.30% | 1.44 | -7.69% | -1.08 | 2.81% | 0.60 |
| 1M | 41.48% | 1.11 | -7.95% | -0.97 | 2.81% | 0.45 |
| 3M | 41.12% | 0.56 | -7.76% | -0.57 | 2.82% | 0.11 |
| 6M | 42.53% | 0.14 | -6.63% | -0.50 | 2.95% | 0.00 |
| 9M | 43.43% | 0.12 | -5.94% | -0.49 | 2.66% | -0.11 |
| 1Y | 43.77% | -0.13 | -5.68% | -0.53 | 2.72% | -0.09 |
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.