Published daily report data
BTC options metrics: 2026-07-15
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 | 31.18% | -2.71 | -2.25% | 0.75 | 1.61% | -0.07 |
| 2W | 32.69% | -1.06 | -3.32% | -0.06 | 1.72% | 0.08 |
| 1M | 33.60% | -0.56 | -4.71% | 0.37 | 2.21% | 0.07 |
| 3M | 37.31% | -0.25 | -5.47% | 0.48 | 2.63% | 0.06 |
| 6M | 40.31% | -0.23 | -5.42% | 0.13 | 2.76% | 0.11 |
| 9M | 41.57% | -0.18 | -5.21% | -0.04 | 2.71% | 0.08 |
| 1Y | 42.53% | -0.05 | -5.02% | -0.06 | 2.64% | 0.02 |
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.