Published daily report data
BTC options metrics: 2026-10-17
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 | 31.36% | 2.56 | -4.46% | -1.81 | 2.00% | 0.27 |
| 2W | 33.49% | 1.66 | -4.20% | -0.43 | 2.04% | 0.25 |
| 1M | 35.76% | 0.59 | -3.12% | -0.06 | 2.14% | 0.12 |
| 3M | 36.67% | 0.10 | -2.28% | -0.12 | 2.22% | -0.10 |
| 6M | 37.69% | -0.06 | -1.62% | 0.06 | 2.22% | -0.16 |
| 9M | 38.22% | -0.23 | -1.41% | 0.23 | 2.25% | -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 RV26.31%Complete: 100.00% coverage
- 7d RV34.07%Complete: 100.00% coverage
- 30d RV33.68%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.