Published daily report data
BTC options metrics: 2026-09-19
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 | 34.63% | 2.51 | 1.25% | 0.19 | 2.07% | 0.41 |
| 2W | 34.91% | 1.61 | 1.16% | 0.41 | 2.06% | 0.45 |
| 1M | 34.34% | 0.76 | -0.62% | 0.03 | 1.90% | 0.13 |
| 3M | 36.75% | -0.09 | -1.24% | -0.02 | 2.18% | -0.04 |
| 6M | 38.34% | 0.14 | -1.00% | -0.07 | 2.52% | -0.07 |
| 9M | 39.58% | 0.19 | -0.75% | -0.06 | 2.55% | -0.08 |
| 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 RV27.34%
- 7d RV36.31%
- 30d RV39.38%
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.