Published daily report data
BTC options metrics: 2026-07-29
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 | 37.61% | 2.28 | -4.01% | -0.63 | 2.25% | 0.03 |
| 2W | 37.04% | 2.01 | -5.05% | -0.50 | 2.21% | -0.06 |
| 1M | 36.10% | 0.94 | -5.72% | -0.61 | 2.42% | -0.03 |
| 3M | 38.86% | 0.48 | -5.12% | -0.34 | 2.64% | -0.02 |
| 6M | 40.69% | 0.24 | -4.75% | -0.31 | 2.71% | -0.01 |
| 9M | 41.68% | 0.14 | -4.45% | -0.18 | 2.71% | 0.00 |
| 1Y | 42.46% | 0.15 | -4.09% | -0.21 | 2.67% | -0.01 |
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.