Published daily report data
BTC options metrics: 2026-10-07
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 | 31.76% | -0.01 | -0.49% | 0.21 | 1.59% | -0.09 |
| 2W | 32.77% | 0.33 | -0.74% | -0.41 | 1.84% | -0.05 |
| 1M | 34.99% | 0.36 | -0.68% | 0.21 | 2.04% | -0.09 |
| 3M | 36.87% | 0.10 | -0.67% | 0.25 | 2.21% | -0.03 |
| 6M | 37.44% | -0.09 | -0.66% | -0.01 | 2.34% | 0.01 |
| 9M | 38.23% | -0.22 | -0.55% | -0.20 | 2.33% | 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 RV32.20%Complete: 100.00% coverage
- 7d RV30.40%Complete: 100.00% coverage
- 30d RV34.48%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.