Published daily report data
BTC options metrics: 2026-09-03
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 | 37.02% | 5.75 | 1.94% | 2.86 | 2.16% | 0.22 |
| 2W | 37.76% | 4.18 | 1.99% | 2.89 | 2.27% | 0.25 |
| 1M | 37.42% | 2.66 | 1.07% | 1.94 | 2.39% | 0.10 |
| 3M | 39.31% | 1.87 | 0.17% | 1.27 | 2.57% | 0.03 |
| 6M | 40.50% | 0.93 | -0.01% | 0.65 | 2.67% | 0.05 |
| 9M | 41.62% | 0.57 | 0.21% | 0.55 | 2.83% | 0.03 |
| 1Y | 42.32% | 0.38 | 0.35% | 0.49 | 2.93% | 0.01 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV38.38%
- 7d RV34.96%
- 30d RV36.91%
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.