Published daily report data
BTC options metrics: 2026-09-16
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 | 36.61% | -6.73 | -1.10% | -1.59 | 2.10% | -0.49 |
| 2W | 35.89% | -4.10 | -1.52% | -1.33 | 2.30% | -0.11 |
| 1M | 35.85% | -2.64 | -2.01% | -1.00 | 2.37% | -0.06 |
| 3M | 37.72% | -1.67 | -1.98% | -0.82 | 2.30% | -0.06 |
| 6M | 38.98% | -1.04 | -1.35% | -0.44 | 2.55% | 0.08 |
| 9M | 40.05% | -0.72 | -1.16% | -0.20 | 2.54% | -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 RV44.73%
- 7d RV34.60%
- 30d RV40.80%
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.