Published daily report data
BTC options metrics: 2026-09-08
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 | 39.57% | 2.86 | 1.31% | 1.52 | 1.87% | 0.20 |
| 2W | 38.50% | 1.78 | 0.87% | 0.82 | 1.91% | 0.10 |
| 1M | 37.95% | 0.98 | 0.59% | 0.48 | 2.37% | 0.22 |
| 3M | 39.36% | 0.56 | -0.30% | 0.22 | 2.38% | -0.02 |
| 6M | 40.12% | 0.17 | -0.37% | 0.13 | 2.71% | 0.15 |
| 9M | 41.29% | 0.12 | -0.29% | -0.08 | 2.85% | 0.16 |
| 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 RV27.74%
- 7d RV33.47%
- 30d RV38.06%
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.