Published daily report data
BTC options metrics: 2026-07-26
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 | 37.08% | 1.38 | -3.35% | -0.25 | 2.05% | 0.05 |
| 2W | 35.74% | 0.41 | -3.55% | 0.41 | 2.19% | -0.01 |
| 1M | 35.19% | -0.17 | -4.32% | 0.17 | 2.54% | 0.03 |
| 3M | 38.42% | -0.01 | -4.63% | 0.12 | 2.71% | -0.02 |
| 6M | 40.62% | -0.11 | -4.73% | 0.10 | 2.67% | -0.04 |
| 9M | 41.67% | -0.10 | -4.72% | 0.02 | 2.52% | -0.10 |
| 1Y | 42.42% | -0.09 | -4.55% | -0.14 | 2.27% | -0.18 |
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.