Published daily report data
BTC options metrics: 2026-07-31
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 | 31.49% | -0.32 | -3.04% | -0.19 | 1.70% | -0.09 |
| 2W | 32.10% | 0.16 | -4.03% | -0.73 | 1.75% | -0.19 |
| 1M | 33.52% | 0.30 | -4.70% | 0.25 | 1.94% | -0.23 |
| 3M | 37.19% | -0.19 | -4.86% | -0.01 | 2.10% | -0.21 |
| 6M | 40.18% | -0.02 | -4.46% | -0.13 | 2.54% | -0.05 |
| 9M | 41.45% | 0.07 | -4.21% | -0.12 | 2.57% | -0.06 |
| 1Y | 42.37% | 0.16 | -3.93% | -0.21 | 2.53% | -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.