Published daily report data
BTC options metrics: 2026-07-09
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 | 33.26% | -3.16 | -4.55% | 0.56 | 1.41% | -0.32 |
| 2W | 33.68% | -3.02 | -5.86% | 0.86 | 1.66% | -0.38 |
| 1M | 35.08% | -1.89 | -6.27% | 0.24 | 2.23% | -0.06 |
| 3M | 38.17% | -1.11 | -6.51% | 0.34 | 2.59% | -0.10 |
| 6M | 41.14% | -0.73 | -6.16% | 0.16 | 2.80% | -0.08 |
| 9M | 42.26% | -0.56 | -5.78% | 0.10 | 2.78% | -0.04 |
| 1Y | 43.02% | -0.44 | -5.42% | -0.05 | 2.62% | -0.11 |
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.