Published daily report data
BTC options metrics: 2026-07-30
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 | 31.93% | -5.20 | -2.53% | 1.56 | 1.93% | -0.40 |
| 2W | 32.46% | -3.62 | -3.31% | 1.65 | 1.93% | -0.29 |
| 1M | 33.44% | -2.57 | -4.70% | 0.76 | 2.18% | -0.10 |
| 3M | 37.53% | -1.29 | -4.72% | 0.28 | 2.30% | -0.36 |
| 6M | 40.31% | -0.29 | -4.30% | 0.31 | 2.62% | -0.11 |
| 9M | 41.45% | -0.19 | -4.08% | 0.27 | 2.64% | -0.07 |
| 1Y | 42.30% | -0.13 | -3.70% | 0.26 | 2.58% | -0.06 |
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.