Published daily report data
BTC options metrics: 2026-10-18
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 | 34.53% | 3.17 | -4.11% | 0.35 | 2.13% | 0.13 |
| 2W | 35.79% | 2.30 | -3.75% | 0.45 | 2.01% | -0.03 |
| 1M | 36.77% | 1.01 | -3.32% | -0.20 | 2.06% | -0.08 |
| 3M | 36.95% | 0.28 | -2.55% | -0.27 | 2.17% | -0.05 |
| 6M | 37.74% | 0.05 | -1.78% | -0.16 | 2.06% | -0.16 |
| 9M | 38.23% | 0.01 | -1.57% | -0.16 | 2.11% | -0.14 |
| 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 RV23.59%Complete: 100.00% coverage
- 7d RV34.83%Complete: 100.00% coverage
- 30d RV33.13%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.