Published daily report data
BTC options metrics: 2026-10-02
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 | 28.62% | -1.37 | -0.61% | 0.71 | 1.73% | -0.23 |
| 2W | 31.46% | -1.03 | -0.60% | 0.87 | 1.84% | -0.23 |
| 1M | 33.86% | -0.08 | -1.04% | 1.03 | 2.26% | 0.07 |
| 3M | 36.69% | 0.05 | -0.93% | 0.29 | 2.27% | 0.09 |
| 6M | 37.52% | -0.09 | -0.52% | 0.13 | 2.40% | 0.07 |
| 9M | 38.28% | -0.21 | -0.27% | 0.14 | 2.47% | 0.10 |
| 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 RVUnavailableUnavailable: 82.15% coverage · 24h RV requires at least 98% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 7d RVUnavailableUnavailable: 97.45% coverage · 7d RV requires at least 97% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4504% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 30d RVUnavailableUnavailable: 99.41% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.4051% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
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.