Published daily report data
BTC options metrics: 2026-07-03
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 | 37.06% | 0.68 | -3.84% | 0.85 | 1.98% | -0.11 |
| 2W | 36.55% | -1.29 | -5.48% | -0.57 | 1.86% | -0.07 |
| 1M | 37.18% | -1.19 | -6.11% | -0.04 | 2.07% | 0.00 |
| 3M | 39.12% | -1.00 | -7.03% | 0.11 | 2.73% | 0.01 |
| 6M | 41.66% | -0.48 | -5.99% | 0.10 | 2.73% | -0.02 |
| 9M | 42.68% | -0.31 | -5.45% | 0.20 | 2.65% | -0.02 |
| 1Y | 43.21% | -0.29 | -5.23% | 0.74 | 2.53% | -0.18 |
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.