Published daily report data
BTC options metrics: 2026-10-03
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 | 29.34% | 0.81 | -0.18% | 0.39 | 1.52% | -0.11 |
| 2W | 30.68% | -0.84 | -0.08% | 0.62 | 1.62% | -0.10 |
| 1M | 33.36% | -0.30 | -1.26% | -0.09 | 2.08% | -0.03 |
| 3M | 36.52% | -0.26 | -1.01% | 0.09 | 2.11% | -0.15 |
| 6M | 37.49% | -0.21 | -0.60% | 0.00 | 2.28% | -0.04 |
| 9M | 38.39% | -0.23 | -0.31% | 0.00 | 2.27% | -0.12 |
| 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 RV18.56%Complete: 100.00% coverage
- 7d RV33.39%Complete: 100.00% coverage
- 30d RV34.83%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.