Published daily report data
BTC options metrics: 2026-09-30
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 | 30.86% | -2.30 | -0.75% | -0.35 | 1.85% | 0.35 |
| 2W | 32.41% | -1.06 | -0.54% | 0.12 | 1.94% | 0.44 |
| 1M | 33.44% | -1.11 | -1.00% | -0.44 | 2.12% | 0.34 |
| 3M | 36.76% | -0.52 | -0.69% | -0.14 | 2.09% | 0.08 |
| 6M | 37.72% | -0.34 | -0.46% | -0.25 | 2.22% | 0.05 |
| 9M | 38.54% | -0.22 | -0.18% | -0.09 | 2.38% | 0.09 |
| 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 RV41.44%Complete: 100.00% coverage
- 7d RV33.59%Complete: 100.00% coverage
- 30d RV35.30%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.