Published daily report data
BTC options metrics: 2026-07-28
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 | 35.43% | 0.73 | -3.65% | -1.34 | 2.35% | 0.40 |
| 2W | 34.94% | 0.55 | -4.69% | -1.55 | 2.37% | 0.19 |
| 1M | 34.83% | 0.26 | -5.36% | -1.05 | 2.46% | 0.09 |
| 3M | 38.28% | -0.12 | -4.77% | -0.27 | 2.67% | -0.05 |
| 6M | 40.37% | -0.22 | -4.43% | -0.08 | 2.71% | -0.08 |
| 9M | 41.50% | -0.15 | -4.26% | -0.06 | 2.66% | -0.08 |
| 1Y | 42.28% | -0.14 | -3.89% | 0.15 | 2.63% | -0.07 |
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.