Published daily report data
BTC options metrics: 2026-10-08
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 | 36.73% | 4.93 | -3.64% | -3.14 | 2.06% | 0.48 |
| 2W | 36.02% | 3.33 | -3.81% | -3.04 | 1.99% | 0.16 |
| 1M | 36.79% | 1.80 | -2.70% | -2.01 | 2.20% | 0.17 |
| 3M | 37.85% | 1.01 | -0.91% | -0.24 | 2.35% | 0.16 |
| 6M | 38.12% | 0.70 | -0.75% | -0.08 | 2.47% | 0.14 |
| 9M | 38.67% | 0.45 | -0.57% | -0.01 | 2.41% | 0.07 |
| 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 RV38.95%Complete: 100.00% coverage
- 7d RV31.44%Complete: 100.00% coverage
- 30d RV34.84%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.