Published daily report data
BTC options metrics: 2026-10-15
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 | 33.30% | -0.81 | -3.45% | 0.81 | 2.17% | 0.27 |
| 2W | 34.47% | -0.15 | -4.10% | 0.77 | 2.12% | -0.15 |
| 1M | 36.94% | 0.80 | -2.55% | 0.69 | 2.37% | 0.01 |
| 3M | 37.58% | 0.09 | -2.04% | 0.13 | 2.50% | 0.05 |
| 6M | 38.43% | 0.04 | -1.43% | 0.22 | 2.45% | -0.08 |
| 9M | 39.09% | 0.06 | -1.12% | 0.09 | 2.44% | -0.09 |
| 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 RV51.15%Complete: 100.00% coverage
- 7d RV33.44%Complete: 100.00% coverage
- 30d RV34.87%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.