Published daily report data
BTC options metrics: 2026-10-04
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 | 31.90% | 2.87 | 0.79% | 1.21 | 1.75% | 0.17 |
| 2W | 32.40% | 1.79 | 0.84% | 1.01 | 1.86% | 0.15 |
| 1M | 33.99% | 0.58 | -0.25% | 0.88 | 2.25% | 0.18 |
| 3M | 36.62% | 0.12 | -0.77% | 0.16 | 2.23% | 0.08 |
| 6M | 37.50% | 0.10 | -0.67% | -0.10 | 2.29% | -0.04 |
| 9M | 38.43% | 0.01 | -0.26% | -0.08 | 2.34% | 0.02 |
| 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 RV12.81%Complete: 100.00% coverage
- 7d RV33.05%Complete: 100.00% coverage
- 30d RV33.61%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.