Published daily report data
BTC options metrics: 2026-07-19
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 | 33.88% | 0.95 | -3.08% | -0.57 | 1.74% | 0.27 |
| 2W | 34.38% | 0.53 | -3.97% | -0.65 | 1.91% | 0.19 |
| 1M | 34.12% | 0.39 | -4.69% | -0.15 | 2.21% | 0.07 |
| 3M | 37.38% | 0.25 | -5.37% | -0.12 | 2.59% | -0.02 |
| 6M | 40.19% | 0.10 | -5.49% | -0.12 | 2.69% | 0.00 |
| 9M | 41.40% | 0.04 | -5.50% | -0.20 | 2.66% | -0.04 |
| 1Y | 42.26% | -0.05 | -5.35% | -0.17 | 2.65% | -0.05 |
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.