Published daily report data
BTC options metrics: 2026-09-14
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 | 36.60% | -1.50 | -0.15% | 0.62 | 2.15% | 0.04 |
| 2W | 35.66% | -0.88 | -0.47% | 0.20 | 1.97% | -0.18 |
| 1M | 35.89% | -0.47 | -0.72% | 0.16 | 2.10% | -0.18 |
| 3M | 38.13% | -0.10 | -0.80% | -0.15 | 2.28% | -0.05 |
| 6M | 39.32% | 0.02 | -0.65% | 0.11 | 2.51% | -0.05 |
| 9M | 40.36% | -0.05 | -0.61% | 0.03 | 2.63% | -0.07 |
| 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 RV34.77%
- 7d RV32.41%
- 30d RV39.72%
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.