Published daily report data
BTC options metrics: 2026-09-25
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 | 29.94% | -2.56 | -0.91% | 1.24 | 1.65% | -0.34 |
| 2W | 31.93% | -1.54 | -1.00% | 0.72 | 1.64% | -0.18 |
| 1M | 33.76% | -0.96 | -0.79% | 0.52 | 1.71% | -0.04 |
| 3M | 37.23% | -0.40 | -0.62% | 0.18 | 2.02% | -0.02 |
| 6M | 38.13% | -0.45 | -0.21% | 0.00 | 2.27% | 0.02 |
| 9M | 38.86% | -0.36 | 0.05% | 0.16 | 2.43% | 0.14 |
| 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 RVUnavailableUnavailable: 95.14% coverage · 24h RV requires at least 98% valid one-minute returns and no price gap over 60 minutes; coverage is 95.1389% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
- 7d RVUnavailableUnavailable: 99.31% coverage · 7d RV requires at least 97% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3056% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
- 30d RVUnavailableUnavailable: 99.84% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.8380% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
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.