Published daily report data
BTC options metrics: 2026-07-05
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 | 36.05% | -0.02 | -5.37% | -1.06 | 2.19% | 0.60 |
| 2W | 35.54% | -0.24 | -6.17% | -0.73 | 2.17% | 0.41 |
| 1M | 36.20% | -0.53 | -6.29% | -0.36 | 2.31% | 0.28 |
| 3M | 38.73% | -0.08 | -6.68% | -0.16 | 2.52% | 0.04 |
| 6M | 41.40% | -0.17 | -5.97% | -0.16 | 2.67% | 0.06 |
| 9M | 42.40% | -0.12 | -5.55% | -0.26 | 2.61% | 0.04 |
| 1Y | 43.03% | 0.02 | -5.52% | -0.12 | 2.48% | 0.04 |
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.