Published daily report data
BTC options metrics: 2026-07-20
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 | 34.75% | 0.87 | -2.47% | 0.61 | 1.71% | -0.03 |
| 2W | 34.63% | 0.25 | -3.18% | 0.79 | 1.88% | -0.03 |
| 1M | 34.32% | 0.20 | -4.36% | 0.33 | 2.28% | 0.07 |
| 3M | 37.58% | 0.20 | -5.36% | 0.01 | 2.68% | 0.09 |
| 6M | 40.34% | 0.15 | -5.45% | 0.04 | 2.77% | 0.08 |
| 9M | 41.54% | 0.14 | -5.27% | 0.23 | 2.71% | 0.05 |
| 1Y | 42.52% | 0.26 | -4.98% | 0.37 | 2.56% | -0.09 |
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.