Published daily report data
BTC options metrics: 2026-07-12
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 | 34.48% | 1.43 | -4.17% | -0.65 | 1.71% | 0.25 |
| 2W | 34.30% | 1.51 | -4.54% | -0.47 | 1.70% | 0.11 |
| 1M | 34.92% | 0.48 | -5.89% | -0.40 | 2.05% | 0.06 |
| 3M | 37.88% | 0.01 | -6.07% | 0.12 | 2.57% | 0.02 |
| 6M | 40.74% | -0.16 | -5.82% | 0.17 | 2.70% | -0.01 |
| 9M | 41.98% | -0.05 | -5.55% | 0.00 | 2.65% | -0.04 |
| 1Y | 42.90% | 0.16 | -5.30% | 0.01 | 2.56% | -0.07 |
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.