Published daily report data
BTC options metrics: 2026-09-24
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 | 31.70% | -2.10 | -2.60% | -0.86 | 1.96% | -0.30 |
| 2W | 32.91% | -1.36 | -1.69% | -0.20 | 1.79% | -0.22 |
| 1M | 34.40% | -0.50 | -1.37% | 0.15 | 1.77% | -0.19 |
| 3M | 37.51% | -0.23 | -0.94% | 0.27 | 2.00% | -0.19 |
| 6M | 38.50% | -0.51 | -0.34% | 0.12 | 2.22% | -0.10 |
| 9M | 39.17% | -0.46 | -0.13% | 0.19 | 2.27% | -0.11 |
| 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 7d is incomplete: expected 10080 one-minute returns, found 9824 (97.4603% 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.