Published daily report data
BTC options metrics: 2026-09-28
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 | 34.60% | 2.78 | -1.54% | -1.06 | 1.74% | -0.08 |
| 2W | 34.41% | 2.09 | -1.44% | -0.81 | 1.62% | -0.11 |
| 1M | 35.15% | 1.47 | -1.01% | -0.21 | 1.75% | -0.15 |
| 3M | 37.38% | 0.62 | -0.72% | 0.37 | 1.94% | -0.21 |
| 6M | 38.11% | 0.36 | -0.49% | 0.22 | 2.05% | -0.30 |
| 9M | 38.83% | 0.31 | -0.17% | 0.05 | 2.33% | -0.21 |
| 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 RV31.12%Complete: 100.00% coverage
- 7d RV33.93%Complete: 100.00% coverage
- 30d RV34.73%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.