Published daily report data
BTC options metrics: 2026-09-06
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 | 36.83% | 2.36 | 1.20% | -0.08 | 1.82% | -0.04 |
| 2W | 37.46% | 0.94 | 1.25% | -0.06 | 1.85% | -0.02 |
| 1M | 37.42% | 0.53 | 1.04% | 0.08 | 2.18% | -0.04 |
| 3M | 38.88% | 0.01 | -0.05% | -0.12 | 2.45% | 0.02 |
| 6M | 40.13% | -0.07 | -0.06% | -0.06 | 2.68% | 0.12 |
| 9M | 41.46% | 0.06 | 0.24% | 0.12 | 2.80% | 0.00 |
| 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 RV18.76%
- 7d RV36.36%
- 30d RV37.53%
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.