Published daily report data
BTC options metrics: 2026-09-27
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 | 32.76% | 2.06 | -0.62% | 0.67 | 1.80% | 0.15 |
| 2W | 32.99% | 1.06 | -0.81% | 0.35 | 1.65% | 0.01 |
| 1M | 34.05% | 0.31 | -0.71% | 0.36 | 1.67% | -0.04 |
| 3M | 36.85% | -0.25 | -1.07% | -0.08 | 2.01% | -0.08 |
| 6M | 37.81% | -0.14 | -0.72% | -0.14 | 2.24% | -0.08 |
| 9M | 38.52% | -0.24 | -0.39% | -0.20 | 2.37% | -0.08 |
| 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 RV18.32%Complete: 100.00% coverage
- 7d RV35.95%Complete: 100.00% coverage
- 30d RV34.45%Complete: 100.00% coverage
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.