Published daily report data
BTC options metrics: 2026-09-07
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 | 36.67% | -0.04 | -0.22% | -1.38 | 1.70% | -0.12 |
| 2W | 36.77% | -0.63 | 0.08% | -1.15 | 1.84% | -0.01 |
| 1M | 37.01% | -0.32 | 0.06% | -0.97 | 2.20% | -0.01 |
| 3M | 38.82% | -0.06 | -0.62% | -0.54 | 2.36% | -0.10 |
| 6M | 39.93% | -0.21 | -0.52% | -0.47 | 2.54% | -0.13 |
| 9M | 41.15% | -0.31 | -0.27% | -0.51 | 2.69% | -0.11 |
| 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 RV25.44%
- 7d RV34.18%
- 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.