Published daily report data
BTC options metrics: 2026-07-11
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 | 33.05% | 2.60 | -3.52% | -0.96 | 1.46% | 0.04 |
| 2W | 32.79% | 0.89 | -4.07% | -0.09 | 1.59% | -0.01 |
| 1M | 34.44% | 0.22 | -5.49% | -0.06 | 1.99% | -0.10 |
| 3M | 37.87% | 0.13 | -6.19% | 0.02 | 2.55% | -0.12 |
| 6M | 40.90% | 0.09 | -5.99% | 0.01 | 2.71% | -0.05 |
| 9M | 42.03% | 0.02 | -5.55% | 0.08 | 2.69% | -0.06 |
| 1Y | 42.74% | -0.02 | -5.31% | -0.06 | 2.63% | 0.06 |
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.