Published daily report data
BTC options metrics: 2026-07-22
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 | 35.67% | 0.04 | -0.97% | -0.81 | 1.77% | -0.05 |
| 2W | 36.32% | 0.83 | -1.72% | -0.68 | 2.08% | 0.02 |
| 1M | 35.78% | 0.70 | -2.78% | -0.35 | 2.44% | -0.05 |
| 3M | 38.26% | 0.35 | -3.95% | 0.20 | 2.71% | -0.06 |
| 6M | 40.78% | 0.15 | -4.48% | 0.09 | 2.68% | -0.09 |
| 9M | 41.82% | 0.09 | -4.69% | -0.03 | 2.61% | -0.07 |
| 1Y | 42.58% | 0.03 | -4.55% | 0.00 | 2.53% | -0.02 |
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.