Published daily report data
BTC options metrics: 2026-10-01
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 | 29.99% | -0.87 | -1.32% | -0.57 | 1.96% | 0.11 |
| 2W | 32.49% | 0.08 | -1.47% | -0.93 | 2.07% | 0.13 |
| 1M | 33.94% | 0.50 | -2.07% | -1.07 | 2.19% | 0.07 |
| 3M | 36.64% | -0.12 | -1.22% | -0.53 | 2.18% | 0.09 |
| 6M | 37.61% | -0.11 | -0.65% | -0.19 | 2.33% | 0.11 |
| 9M | 38.49% | -0.05 | -0.41% | -0.23 | 2.37% | -0.01 |
| 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 RV32.61%Complete: 100.00% coverage
- 7d RV32.59%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.