Published daily report data
BTC options metrics: 2026-09-18
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 | 32.05% | 2.46 | 0.62% | 0.73 | 1.78% | 0.19 |
| 2W | 33.15% | 1.52 | 0.69% | 1.34 | 1.67% | 0.18 |
| 1M | 33.46% | 0.59 | -0.73% | 1.00 | 1.83% | 0.06 |
| 3M | 36.61% | 0.11 | -1.13% | 0.44 | 2.23% | 0.10 |
| 6M | 38.18% | 0.11 | -0.96% | 0.37 | 2.54% | 0.13 |
| 9M | 39.31% | 0.00 | -0.86% | 0.28 | 2.60% | 0.10 |
| 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 RV40.80%
- 7d RV35.59%
- 30d RV40.76%
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.