Published daily report data
BTC options metrics: 2026-09-22
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 | 36.50% | -2.86 | 0.56% | 1.27 | 1.96% | -0.47 |
| 2W | 36.63% | -0.84 | 0.06% | 0.23 | 1.70% | -0.79 |
| 1M | 36.68% | 0.28 | -0.47% | -0.03 | 1.91% | -0.43 |
| 3M | 38.71% | -0.07 | -0.78% | -0.40 | 2.14% | -0.26 |
| 6M | 39.36% | -0.19 | -0.53% | -0.01 | 2.37% | -0.15 |
| 9M | 39.89% | -0.32 | -0.11% | 0.29 | 2.47% | -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 1420 (98.6111% 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.