Published daily report data
BTC options metrics: 2026-10-14
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 | 34.11% | 2.19 | -4.26% | -1.18 | 1.90% | 0.32 |
| 2W | 34.62% | 1.99 | -4.87% | -0.99 | 2.27% | 0.55 |
| 1M | 36.14% | 0.77 | -3.24% | -0.71 | 2.36% | 0.27 |
| 3M | 37.49% | 0.07 | -2.17% | -0.44 | 2.45% | 0.10 |
| 6M | 38.39% | 0.08 | -1.65% | -0.31 | 2.53% | 0.09 |
| 9M | 39.03% | 0.10 | -1.21% | -0.20 | 2.53% | 0.06 |
| 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 RV38.06%Complete: 100.00% coverage
- 7d RV30.99%Complete: 100.00% coverage
- 30d RV34.18%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.