Published daily report data
BTC options metrics: 2026-09-12
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 | 34.76% | -1.58 | -0.37% | -0.48 | 1.77% | -0.12 |
| 2W | 34.46% | -1.08 | -0.50% | 0.11 | 1.88% | -0.07 |
| 1M | 35.40% | -0.68 | -0.75% | 0.15 | 2.11% | 0.03 |
| 3M | 37.96% | -0.70 | -0.51% | 0.47 | 2.27% | -0.07 |
| 6M | 39.19% | -0.48 | -0.72% | 0.17 | 2.58% | 0.09 |
| 9M | 40.39% | -0.26 | -0.62% | 0.22 | 2.72% | 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 RV20.73%
- 7d RV31.42%
- 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.