Published daily report data
BTC options metrics: 2026-10-09
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 | 31.11% | -5.34 | -1.96% | 1.15 | 1.66% | -0.33 |
| 2W | 31.84% | -3.93 | -2.58% | 0.96 | 1.58% | -0.26 |
| 1M | 34.77% | -1.91 | -1.90% | 0.76 | 1.94% | -0.18 |
| 3M | 37.27% | -0.45 | -1.21% | -0.22 | 2.33% | -0.04 |
| 6M | 38.02% | -0.02 | -1.02% | -0.24 | 2.46% | 0.04 |
| 9M | 38.58% | 0.01 | -0.89% | -0.20 | 2.43% | 0.00 |
| 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 RV33.35%Complete: 100.00% coverage
- 7d RV30.24%Complete: 100.00% coverage
- 30d RV34.74%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.