Published daily report data
BTC options metrics: 2026-07-06
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 | 34.43% | -1.62 | -4.54% | 0.83 | 1.84% | -0.35 |
| 2W | 33.95% | -1.59 | -5.53% | 0.64 | 1.99% | -0.18 |
| 1M | 34.99% | -1.21 | -6.18% | 0.11 | 2.26% | -0.05 |
| 3M | 38.49% | -0.24 | -6.40% | 0.28 | 2.60% | 0.08 |
| 6M | 41.31% | -0.09 | -5.73% | 0.24 | 2.75% | 0.08 |
| 9M | 42.36% | -0.04 | -5.40% | 0.15 | 2.72% | 0.11 |
| 1Y | 42.99% | -0.04 | -5.27% | 0.25 | 2.51% | 0.03 |
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.