Published daily report data
BTC options metrics: 2026-07-17
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 | 32.48% | -0.39 | -1.93% | 0.36 | 1.59% | 0.16 |
| 2W | 33.72% | -0.09 | -3.08% | -0.05 | 1.74% | 0.03 |
| 1M | 34.12% | -0.26 | -4.50% | 0.38 | 2.16% | -0.08 |
| 3M | 37.60% | 0.03 | -5.67% | 0.04 | 2.67% | -0.06 |
| 6M | 40.47% | 0.01 | -5.73% | -0.17 | 2.75% | -0.07 |
| 9M | 41.65% | -0.04 | -5.56% | -0.23 | 2.72% | -0.01 |
| 1Y | 42.53% | -0.14 | -5.22% | -0.22 | 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.