Published daily report data
BTC options metrics: 2026-09-23
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 | 34.13% | -2.46 | -1.89% | -3.05 | 2.15% | 0.11 |
| 2W | 34.57% | -1.95 | -1.41% | -1.95 | 1.95% | 0.13 |
| 1M | 34.94% | -1.51 | -1.33% | -1.02 | 1.99% | 0.08 |
| 3M | 37.61% | -1.00 | -1.22% | -0.48 | 2.12% | -0.02 |
| 6M | 38.84% | -0.49 | -0.56% | -0.22 | 2.34% | -0.02 |
| 9M | 39.54% | -0.35 | -0.38% | -0.35 | 2.38% | -0.09 |
| 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 1415 (98.2639% 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.