Published daily report data
BTC options metrics: 2026-07-08
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 | 36.42% | -0.21 | -5.11% | 0.92 | 1.73% | -0.14 |
| 2W | 36.70% | 0.53 | -6.72% | -0.85 | 2.04% | 0.21 |
| 1M | 36.97% | 0.62 | -6.51% | -0.26 | 2.29% | 0.02 |
| 3M | 39.28% | 0.40 | -6.85% | -0.15 | 2.69% | 0.01 |
| 6M | 41.87% | 0.29 | -6.32% | -0.26 | 2.88% | 0.02 |
| 9M | 42.82% | 0.21 | -5.88% | -0.23 | 2.82% | 0.07 |
| 1Y | 43.46% | 0.16 | -5.37% | -0.03 | 2.73% | 0.13 |
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.