Published daily report data
BTC options metrics: 2026-09-02
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 | 31.03% | -2.33 | -1.02% | -1.07 | 1.92% | 0.11 |
| 2W | 33.54% | -1.23 | -0.93% | -0.91 | 2.03% | -0.01 |
| 1M | 34.73% | -1.08 | -0.95% | -0.42 | 2.29% | -0.02 |
| 3M | 37.47% | -0.74 | -1.11% | -0.42 | 2.51% | 0.10 |
| 6M | 39.57% | -0.46 | -0.73% | -0.31 | 2.61% | -0.05 |
| 9M | 41.08% | -0.18 | -0.34% | -0.27 | 2.80% | -0.09 |
| 1Y | 42.00% | -0.01 | -0.09% | -0.23 | 2.91% | -0.13 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV39.40%
- 7d RV35.07%
- 30d RV36.62%
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.