Published daily report data
BTC options metrics: 2026-09-05
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 | 34.95% | 3.24 | 1.62% | 1.02 | 1.76% | 0.08 |
| 2W | 36.73% | 1.81 | 1.61% | 0.53 | 1.81% | 0.03 |
| 1M | 36.98% | 1.01 | 0.89% | 0.20 | 2.13% | 0.00 |
| 3M | 38.93% | 0.53 | -0.04% | 0.03 | 2.42% | 0.03 |
| 6M | 40.15% | 0.24 | -0.09% | 0.09 | 2.53% | 0.01 |
| 9M | 41.40% | 0.16 | 0.10% | 0.11 | 2.78% | 0.17 |
| 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 RV16.90%
- 7d RV36.54%
- 30d RV37.65%
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.