Published daily report data
BTC options metrics: 2026-07-24
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 | 34.18% | -1.83 | -1.63% | -0.26 | 1.83% | -0.02 |
| 2W | 34.24% | -2.08 | -2.42% | -0.57 | 2.14% | -0.35 |
| 1M | 34.81% | -1.22 | -4.22% | -0.58 | 2.58% | -0.04 |
| 3M | 38.29% | -0.30 | -4.78% | -0.08 | 2.76% | -0.02 |
| 6M | 40.62% | -0.22 | -4.92% | -0.19 | 2.76% | -0.03 |
| 9M | 41.70% | -0.15 | -4.78% | -0.01 | 2.66% | -0.01 |
| 1Y | 42.47% | -0.14 | -4.43% | 0.30 | 2.45% | -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.