Published daily report data
BTC options metrics: 2026-09-13
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 | 38.10% | 3.33 | -0.77% | -0.41 | 2.11% | 0.35 |
| 2W | 36.54% | 2.08 | -0.67% | -0.17 | 2.15% | 0.27 |
| 1M | 36.36% | 0.96 | -0.88% | -0.13 | 2.28% | 0.17 |
| 3M | 38.23% | 0.27 | -0.65% | -0.14 | 2.33% | 0.06 |
| 6M | 39.30% | 0.11 | -0.76% | -0.04 | 2.56% | -0.02 |
| 9M | 40.41% | 0.02 | -0.64% | -0.02 | 2.70% | -0.02 |
| 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 RV15.53%
- 7d RV31.14%
- 30d RV39.26%
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.