Published daily report data
BTC options metrics: 2026-10-11
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 | 32.48% | 1.73 | -3.48% | -0.46 | 1.86% | 0.16 |
| 2W | 33.10% | 1.07 | -3.63% | -0.42 | 1.77% | 0.06 |
| 1M | 35.51% | 0.50 | -2.86% | -0.18 | 1.94% | 0.00 |
| 3M | 37.31% | 0.28 | -1.85% | -0.22 | 2.25% | -0.02 |
| 6M | 38.11% | 0.10 | -1.43% | -0.17 | 2.31% | -0.05 |
| 9M | 38.66% | 0.12 | -1.12% | -0.14 | 2.38% | -0.04 |
| 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 RV13.73%Complete: 100.00% coverage
- 7d RV29.79%Complete: 100.00% coverage
- 30d RV33.32%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.