Published daily report data
BTC options metrics: 2026-10-13
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 | 31.92% | -0.31 | -3.08% | -0.31 | 1.58% | 0.01 |
| 2W | 32.63% | -0.68 | -3.88% | -0.40 | 1.72% | 0.08 |
| 1M | 35.37% | -0.31 | -2.53% | 0.15 | 2.09% | 0.17 |
| 3M | 37.42% | 0.08 | -1.73% | 0.02 | 2.35% | 0.10 |
| 6M | 38.31% | 0.12 | -1.34% | 0.10 | 2.44% | 0.12 |
| 9M | 38.93% | 0.23 | -1.01% | 0.25 | 2.47% | 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 RV37.51%Complete: 100.00% coverage
- 7d RV30.03%Complete: 100.00% coverage
- 30d RV34.06%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.