Published daily report data
BTC options metrics: 2026-07-21
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 | 35.63% | 0.88 | -0.16% | 2.31 | 1.82% | 0.11 |
| 2W | 35.49% | 0.86 | -1.04% | 2.14 | 2.06% | 0.18 |
| 1M | 35.08% | 0.76 | -2.43% | 1.93 | 2.49% | 0.21 |
| 3M | 37.91% | 0.33 | -4.15% | 1.21 | 2.77% | 0.09 |
| 6M | 40.63% | 0.29 | -4.57% | 0.88 | 2.77% | 0.00 |
| 9M | 41.73% | 0.19 | -4.66% | 0.61 | 2.68% | -0.03 |
| 1Y | 42.55% | 0.03 | -4.55% | 0.43 | 2.55% | -0.01 |
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.