Published daily report data
BTC options metrics: 2026-09-21
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 | 38.96% | 4.76 | -0.22% | 0.39 | 2.22% | 0.39 |
| 2W | 37.49% | 3.66 | 0.23% | 0.68 | 2.21% | 0.46 |
| 1M | 36.30% | 2.21 | -0.56% | 0.66 | 2.18% | 0.38 |
| 3M | 38.66% | 1.68 | -0.46% | 1.13 | 2.20% | 0.17 |
| 6M | 39.46% | 0.93 | -0.46% | 0.42 | 2.48% | 0.06 |
| 9M | 40.37% | 0.73 | -0.28% | 0.45 | 2.56% | 0.07 |
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Unavailable: Canonical BTC index coverage for 24h is incomplete: expected 1440 one-minute returns, found 1211 (84.0972% coverage); returns spanning missing minutes are excluded.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- 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.