Published daily report data
BTC options metrics: 2026-09-10
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 | 38.99% | -1.48 | 0.79% | 0.01 | 2.05% | -0.07 |
| 2W | 38.18% | -1.04 | 0.04% | -0.82 | 2.06% | -0.02 |
| 1M | 37.49% | -0.91 | -0.38% | -0.97 | 2.24% | -0.19 |
| 3M | 39.09% | -0.47 | -0.66% | -0.52 | 2.40% | -0.18 |
| 6M | 40.07% | -0.26 | -0.68% | -0.31 | 2.66% | -0.05 |
| 9M | 41.04% | -0.30 | -0.64% | -0.34 | 2.78% | -0.06 |
| 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 RV32.58%
- 7d RV32.18%
- 30d RV38.70%
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.