Published daily report data
BTC options metrics: 2026-07-14
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 | 33.89% | -0.97 | -3.00% | 2.07 | 1.68% | -0.05 |
| 2W | 33.75% | -1.38 | -3.26% | 1.85 | 1.64% | -0.07 |
| 1M | 34.16% | -1.50 | -5.08% | 1.42 | 2.14% | 0.04 |
| 3M | 37.56% | -0.68 | -5.95% | 0.63 | 2.57% | -0.09 |
| 6M | 40.54% | -0.46 | -5.55% | 0.52 | 2.65% | -0.16 |
| 9M | 41.75% | -0.46 | -5.17% | 0.47 | 2.63% | -0.09 |
| 1Y | 42.58% | -0.43 | -4.96% | 0.26 | 2.62% | -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.