Published daily report data
BTC options metrics: 2026-09-11
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 | 36.34% | -2.65 | 0.11% | -0.68 | 1.89% | -0.16 |
| 2W | 35.54% | -2.64 | -0.61% | -0.65 | 1.95% | -0.11 |
| 1M | 36.08% | -1.41 | -0.90% | -0.52 | 2.08% | -0.16 |
| 3M | 38.66% | -0.43 | -0.98% | -0.32 | 2.34% | -0.06 |
| 6M | 39.67% | -0.40 | -0.89% | -0.21 | 2.49% | -0.17 |
| 9M | 40.65% | -0.39 | -0.84% | -0.20 | 2.66% | -0.12 |
| 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 RV47.59%
- 7d RV31.16%
- 30d RV39.42%
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.