Published daily report data
BTC options metrics: 2026-09-01
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 | 34.11% | -0.81 | -0.54% | -1.62 | 2.22% | 0.36 |
| 2W | 35.13% | -0.05 | -0.52% | -1.21 | 2.36% | 0.45 |
| 1M | 36.00% | 0.52 | -0.62% | -0.46 | 2.58% | 0.38 |
| 3M | 38.40% | 0.38 | -1.08% | -0.79 | 2.32% | 0.17 |
| 6M | 40.06% | -0.05 | -0.69% | -0.49 | 2.67% | 0.13 |
| 9M | 41.31% | -0.19 | -0.39% | -0.42 | 2.83% | 0.12 |
| 1Y | 42.08% | -0.27 | -0.21% | -0.38 | 2.93% | 0.12 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV36.69%
- 7d RV35.17%
- 30d RV36.51%
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical BTC index databases
- 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.