Published daily report data
BTC options metrics: 2026-09-17
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 | 29.56% | -7.15 | 0.26% | 1.48 | 1.60% | -0.48 |
| 2W | 31.52% | -4.37 | -0.50% | 1.02 | 1.46% | -0.80 |
| 1M | 32.78% | -2.91 | -1.72% | 0.42 | 1.80% | -0.54 |
| 3M | 36.45% | -1.26 | -1.57% | 0.39 | 2.11% | -0.21 |
| 6M | 38.03% | -0.84 | -1.40% | 0.18 | 2.40% | -0.18 |
| 9M | 39.29% | -0.71 | -1.16% | -0.03 | 2.48% | -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 RV46.35%
- 7d RV36.76%
- 30d RV41.47%
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.