Published daily report data
BTC options metrics: 2026-09-09
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 | 40.47% | 0.90 | 0.78% | -0.53 | 2.12% | 0.25 |
| 2W | 39.22% | 0.72 | 0.86% | -0.01 | 2.08% | 0.17 |
| 1M | 38.40% | 0.45 | 0.59% | 0.00 | 2.43% | 0.06 |
| 3M | 39.56% | 0.20 | -0.14% | 0.16 | 2.58% | 0.20 |
| 6M | 40.33% | 0.21 | -0.37% | 0.00 | 2.71% | 0.00 |
| 9M | 41.34% | 0.05 | -0.30% | -0.01 | 2.84% | -0.01 |
| 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 RV37.01%
- 7d RV33.07%
- 30d RV38.42%
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.