Published daily report data
BTC options metrics: 2026-07-10
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 | 30.45% | -2.81 | -2.56% | 1.99 | 1.42% | 0.01 |
| 2W | 31.90% | -1.78 | -3.98% | 1.88 | 1.60% | -0.06 |
| 1M | 34.22% | -0.86 | -5.43% | 0.84 | 2.09% | -0.14 |
| 3M | 37.74% | -0.43 | -6.21% | 0.30 | 2.67% | 0.08 |
| 6M | 40.81% | -0.33 | -6.00% | 0.16 | 2.76% | -0.04 |
| 9M | 42.01% | -0.25 | -5.63% | 0.15 | 2.75% | -0.03 |
| 1Y | 42.76% | -0.26 | -5.25% | 0.17 | 2.57% | -0.05 |
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.