Published daily report data
BTC options metrics: 2026-10-16
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 | 28.80% | -4.50 | -2.65% | 0.80 | 1.73% | -0.44 |
| 2W | 31.83% | -2.64 | -3.77% | 0.33 | 1.79% | -0.33 |
| 1M | 35.17% | -1.77 | -3.06% | -0.51 | 2.02% | -0.35 |
| 3M | 36.57% | -1.01 | -2.16% | -0.12 | 2.32% | -0.18 |
| 6M | 37.75% | -0.68 | -1.68% | -0.25 | 2.38% | -0.07 |
| 9M | 38.45% | -0.64 | -1.64% | -0.52 | 2.34% | -0.10 |
| 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 RV31.53%Complete: 100.00% coverage
- 7d RV33.07%Complete: 100.00% coverage
- 30d RV34.39%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.