Published daily report data
BTC options metrics: 2026-07-16
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 | 32.87% | 1.69 | -2.29% | -0.04 | 1.43% | -0.18 |
| 2W | 33.81% | 1.12 | -3.03% | 0.29 | 1.71% | -0.01 |
| 1M | 34.38% | 0.78 | -4.88% | -0.17 | 2.24% | 0.03 |
| 3M | 37.57% | 0.26 | -5.71% | -0.24 | 2.73% | 0.10 |
| 6M | 40.46% | 0.15 | -5.56% | -0.14 | 2.82% | 0.06 |
| 9M | 41.69% | 0.12 | -5.33% | -0.12 | 2.73% | 0.02 |
| 1Y | 42.67% | 0.14 | -5.00% | 0.02 | 2.64% | 0.00 |
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.