Published daily report data
BTC options metrics: 2026-10-06
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 | 31.64% | -0.77 | 0.22% | 0.61 | 1.76% | 0.01 |
| 2W | 32.23% | -0.32 | -0.16% | 0.28 | 1.92% | -0.06 |
| 1M | 34.61% | 0.22 | -0.94% | 0.19 | 2.14% | -0.07 |
| 3M | 36.76% | 0.20 | -0.89% | 0.29 | 2.21% | -0.05 |
| 6M | 37.54% | 0.10 | -0.68% | 0.10 | 2.38% | 0.02 |
| 9M | 38.39% | 0.01 | -0.36% | 0.08 | 2.40% | 0.08 |
| 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 RV27.23%Complete: 100.00% coverage
- 7d RV31.91%Complete: 100.00% coverage
- 30d RV34.29%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.