Published daily report data
BTC options metrics: 2026-10-19
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 | 32.67% | -1.86 | -3.37% | 0.74 | 1.75% | -0.38 |
| 2W | 35.19% | -0.60 | -3.84% | -0.09 | 1.88% | -0.13 |
| 1M | 35.91% | -0.86 | -3.33% | -0.01 | 1.95% | -0.11 |
| 3M | 36.63% | -0.32 | -2.58% | -0.03 | 2.16% | -0.01 |
| 6M | 37.59% | -0.15 | -1.82% | -0.04 | 2.16% | 0.10 |
| 9M | 38.27% | 0.04 | -1.64% | -0.07 | 2.14% | 0.03 |
| 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 RV33.73%Complete: 100.00% coverage
- 7d RV35.59%Complete: 100.00% coverage
- 30d RV33.30%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.