Published daily report data
BTC options metrics: 2026-09-15
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 | 39.43% | 1.20 | -1.11% | -1.69 | 2.31% | 0.09 |
| 2W | 37.72% | 0.65 | -1.37% | -1.35 | 2.35% | 0.15 |
| 1M | 37.13% | 0.27 | -2.10% | -1.71 | 2.36% | 0.11 |
| 3M | 38.37% | -0.07 | -1.84% | -0.95 | 2.30% | 0.03 |
| 6M | 39.15% | -0.29 | -1.50% | -0.95 | 2.64% | 0.15 |
| 9M | 40.14% | -0.32 | -1.37% | -0.85 | 2.53% | -0.01 |
| 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 RV44.30%
- 7d RV35.03%
- 30d RV40.60%
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.