Published daily report data
BTC options metrics: 2026-07-07
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 | 36.63% | 2.20 | -6.03% | -1.49 | 1.87% | 0.03 |
| 2W | 36.17% | 2.22 | -5.87% | -0.34 | 1.83% | -0.16 |
| 1M | 36.35% | 1.36 | -6.25% | -0.07 | 2.27% | 0.01 |
| 3M | 38.88% | 0.39 | -6.70% | -0.30 | 2.68% | 0.08 |
| 6M | 41.58% | 0.27 | -6.06% | -0.33 | 2.86% | 0.11 |
| 9M | 42.61% | 0.25 | -5.65% | -0.25 | 2.75% | 0.03 |
| 1Y | 43.30% | 0.31 | -5.34% | -0.07 | 2.60% | 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.