Published daily report data
BTC options metrics: 2026-09-20
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 | 33.98% | -0.30 | -0.11% | -1.08 | 1.81% | -0.10 |
| 2W | 33.70% | -0.85 | -0.26% | -1.28 | 1.68% | -0.14 |
| 1M | 34.03% | 0.03 | -1.27% | -0.85 | 1.77% | -0.11 |
| 3M | 37.04% | 0.30 | -1.60% | -0.21 | 2.04% | -0.09 |
| 6M | 38.50% | 0.24 | -0.99% | 0.08 | 2.41% | -0.10 |
| 9M | 39.59% | 0.06 | -0.78% | -0.01 | 2.48% | -0.09 |
| 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 RV25.73%
- 7d RV37.12%
- 30d RV37.29%
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.