Published daily report data
BTC options metrics: 2026-07-04
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 | 36.07% | -0.99 | -4.31% | -0.47 | 1.59% | -0.39 |
| 2W | 35.78% | -0.77 | -5.44% | 0.04 | 1.76% | -0.10 |
| 1M | 36.73% | -0.45 | -5.93% | 0.18 | 2.03% | -0.04 |
| 3M | 38.81% | -0.31 | -6.52% | 0.51 | 2.48% | -0.25 |
| 6M | 41.57% | -0.09 | -5.81% | 0.18 | 2.61% | -0.12 |
| 9M | 42.52% | -0.16 | -5.29% | 0.16 | 2.57% | -0.08 |
| 1Y | 43.01% | -0.20 | -5.40% | -0.17 | 2.44% | -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.