Published daily report data
BTC options metrics: 2026-07-27
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 | 34.73% | -2.25 | -2.19% | 1.17 | 1.91% | -0.15 |
| 2W | 34.34% | -1.30 | -2.85% | 0.71 | 2.09% | -0.11 |
| 1M | 34.60% | -0.58 | -3.99% | 0.32 | 2.39% | -0.16 |
| 3M | 38.37% | -0.05 | -4.45% | 0.22 | 2.73% | 0.02 |
| 6M | 40.57% | -0.04 | -4.42% | 0.33 | 2.80% | 0.13 |
| 9M | 41.65% | 0.00 | -4.28% | 0.45 | 2.76% | 0.25 |
| 1Y | 42.39% | 0.02 | -3.93% | 0.61 | 2.69% | 0.41 |
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.