Published daily report data
BTC options metrics: 2026-10-12
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 | 32.23% | -0.25 | -2.77% | 0.71 | 1.57% | -0.29 |
| 2W | 33.31% | 0.21 | -3.48% | 0.15 | 1.64% | -0.13 |
| 1M | 35.68% | 0.17 | -2.68% | 0.18 | 1.92% | -0.02 |
| 3M | 37.34% | 0.03 | -1.75% | 0.10 | 2.25% | 0.00 |
| 6M | 38.19% | 0.08 | -1.44% | -0.01 | 2.32% | 0.01 |
| 9M | 38.70% | 0.04 | -1.26% | -0.14 | 2.40% | 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 RV27.65%Complete: 100.00% coverage
- 7d RV28.40%Complete: 100.00% coverage
- 30d RV33.48%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.