Published daily report data
BTC options metrics: 2026-07-25
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 | 35.71% | 2.12 | -3.09% | -1.29 | 1.99% | 0.17 |
| 2W | 35.31% | 1.42 | -3.96% | -1.19 | 2.24% | 0.07 |
| 1M | 35.43% | 0.79 | -4.51% | -0.39 | 2.51% | 0.05 |
| 3M | 38.44% | 0.24 | -4.82% | -0.10 | 2.74% | -0.04 |
| 6M | 40.69% | 0.16 | -4.84% | -0.02 | 2.70% | -0.06 |
| 9M | 41.72% | 0.17 | -4.69% | 0.09 | 2.61% | -0.03 |
| 1Y | 42.43% | 0.11 | -4.33% | 0.19 | 2.47% | 0.03 |
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.