Published daily report data
BTC options metrics: 2026-10-20
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 | 31.79% | -0.88 | -2.40% | 0.97 | 1.76% | 0.01 |
| 2W | 35.06% | -0.13 | -2.91% | 0.93 | 1.75% | -0.13 |
| 1M | 35.87% | -0.04 | -3.24% | 0.09 | 1.86% | -0.09 |
| 3M | 36.70% | 0.07 | -2.80% | -0.22 | 2.22% | 0.06 |
| 6M | 37.66% | 0.07 | -2.04% | -0.22 | 2.28% | 0.12 |
| 9M | 38.35% | 0.08 | -1.70% | -0.06 | 2.24% | 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 RV36.57%Complete: 100.00% coverage
- 7d RV35.44%Complete: 100.00% coverage
- 30d RV33.64%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.