Published daily report data
BTC options metrics: 2026-10-05
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 | 32.25% | 0.35 | -0.10% | -0.89 | 1.80% | 0.05 |
| 2W | 32.45% | 0.05 | -0.30% | -1.14 | 2.00% | 0.14 |
| 1M | 34.41% | 0.42 | -1.13% | -0.88 | 2.21% | -0.04 |
| 3M | 36.60% | -0.02 | -1.08% | -0.31 | 2.26% | 0.03 |
| 6M | 37.47% | -0.03 | -0.73% | -0.06 | 2.31% | 0.02 |
| 9M | 38.37% | -0.05 | -0.50% | -0.24 | 2.32% | -0.04 |
| 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 RV36.49%Complete: 100.00% coverage
- 7d RV32.98%Complete: 100.00% coverage
- 30d RV34.11%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.