Published daily report data
BTC options metrics: 2026-07-02
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 | 36.38% | -4.49 | -4.69% | 0.52 | 2.09% | -0.08 |
| 2W | 37.84% | -2.49 | -4.91% | 1.87 | 1.93% | -0.43 |
| 1M | 38.37% | -2.21 | -6.07% | 0.76 | 2.07% | -0.26 |
| 3M | 40.12% | -0.78 | -7.14% | 0.05 | 2.72% | 0.03 |
| 6M | 42.14% | -0.32 | -6.09% | 0.05 | 2.75% | -0.07 |
| 9M | 42.99% | -0.12 | -5.65% | 0.14 | 2.67% | -0.04 |
| 1Y | 43.50% | -0.04 | -5.97% | -0.51 | 2.71% | 0.07 |
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.