Published daily report data
BTC options metrics: 2026-07-13
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 | 34.86% | 0.38 | -5.07% | -0.90 | 1.73% | 0.02 |
| 2W | 35.13% | 0.83 | -5.11% | -0.57 | 1.71% | 0.01 |
| 1M | 35.66% | 0.74 | -6.50% | -0.61 | 2.10% | 0.05 |
| 3M | 38.24% | 0.36 | -6.58% | -0.51 | 2.66% | 0.09 |
| 6M | 41.00% | 0.26 | -6.07% | -0.25 | 2.81% | 0.11 |
| 9M | 42.21% | 0.23 | -5.64% | -0.09 | 2.72% | 0.07 |
| 1Y | 43.01% | 0.11 | -5.22% | 0.08 | 2.68% | 0.12 |
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.