Published daily report data
BTC options metrics: 2026-09-26
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 | 30.64% | 1.08 | -1.12% | 0.07 | 1.64% | -0.01 |
| 2W | 31.94% | 0.22 | -1.14% | 0.02 | 1.64% | 0.04 |
| 1M | 33.71% | -0.04 | -1.03% | -0.14 | 1.71% | 0.02 |
| 3M | 37.09% | -0.13 | -1.05% | -0.33 | 2.07% | 0.03 |
| 6M | 37.94% | -0.17 | -0.59% | -0.22 | 2.33% | 0.04 |
| 9M | 38.74% | -0.13 | -0.20% | -0.10 | 2.44% | 0.04 |
| 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 RV15.57%Complete: 100.00% coverage
- 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.