Published daily report data
BTC options metrics: 2026-09-04
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 | 32.01% | -5.04 | 0.29% | -1.82 | 1.67% | -0.58 |
| 2W | 35.15% | -2.57 | 0.64% | -1.16 | 1.80% | -0.40 |
| 1M | 35.99% | -1.43 | 0.65% | -0.67 | 2.09% | -0.21 |
| 3M | 38.34% | -0.94 | 0.03% | -0.18 | 2.35% | -0.24 |
| 6M | 39.87% | -0.61 | -0.17% | -0.22 | 2.53% | -0.16 |
| 9M | 41.15% | -0.44 | 0.01% | -0.20 | 2.69% | -0.12 |
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV52.23%
- 7d RV36.91%
- 30d RV37.75%
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 published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.