Published daily report data
BTC options metrics: 2026-07-01
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 | 40.87% | -2.20 | -5.21% | 1.85 | 2.17% | -0.73 |
| 2W | 40.33% | -1.97 | -6.78% | 0.91 | 2.36% | -0.45 |
| 1M | 40.58% | -0.90 | -6.83% | 1.12 | 2.33% | -0.48 |
| 3M | 40.90% | -0.22 | -7.19% | 0.57 | 2.69% | -0.13 |
| 6M | 42.46% | -0.07 | -6.14% | 0.49 | 2.82% | -0.13 |
| 9M | 43.11% | -0.32 | -5.79% | 0.15 | 2.71% | 0.05 |
| 1Y | 43.54% | -0.23 | -5.46% | 0.22 | 2.64% | -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.