Published daily report data
BTC options metrics: 2026-09-29
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 | 32.15% | -1.32 | -0.24% | 1.07 | 1.52% | 0.01 |
| 2W | 32.66% | -1.05 | -0.32% | 0.99 | 1.50% | 0.01 |
| 1M | 33.94% | -0.75 | -0.63% | 0.21 | 1.85% | 0.15 |
| 3M | 36.90% | -0.31 | -0.63% | 0.10 | 1.97% | 0.04 |
| 6M | 37.83% | -0.27 | -0.35% | 0.06 | 2.19% | 0.14 |
| 9M | 38.59% | -0.15 | -0.24% | 0.06 | 2.24% | -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 RV32.00%Complete: 100.00% coverage
- 7d RV32.73%Complete: 100.00% coverage
- 30d RV35.28%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.