Published daily report data
BTC options metrics: 2026-07-18
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 | 32.93% | 0.45 | -2.51% | -0.58 | 1.47% | -0.12 |
| 2W | 33.85% | 0.13 | -3.32% | -0.24 | 1.72% | -0.02 |
| 1M | 33.73% | -0.39 | -4.54% | -0.04 | 2.14% | -0.02 |
| 3M | 37.13% | -0.47 | -5.25% | 0.42 | 2.61% | -0.06 |
| 6M | 40.09% | -0.38 | -5.37% | 0.36 | 2.69% | -0.06 |
| 9M | 41.36% | -0.29 | -5.30% | 0.26 | 2.70% | -0.02 |
| 1Y | 42.31% | -0.22 | -5.18% | 0.04 | 2.70% | 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.