Published daily report data
BTC options metrics: 2026-10-10
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 | 30.30% | -0.87 | -2.99% | -1.03 | 1.71% | 0.07 |
| 2W | 32.06% | 0.24 | -3.23% | -0.60 | 1.69% | 0.10 |
| 1M | 34.98% | 0.27 | -2.66% | -0.71 | 1.90% | -0.05 |
| 3M | 37.05% | -0.20 | -1.61% | -0.41 | 2.23% | -0.09 |
| 6M | 38.00% | -0.02 | -1.30% | -0.31 | 2.34% | -0.09 |
| 9M | 38.54% | -0.02 | -0.99% | -0.11 | 2.39% | -0.05 |
| 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 RV14.51%Complete: 100.00% coverage
- 7d RV29.73%Complete: 100.00% coverage
- 30d RV34.32%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.