Published daily report data
BTC options metrics: 2026-10-21
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 | 31.75% | -0.04 | -2.58% | -0.18 | 1.76% | 0.00 |
| 2W | 35.75% | 0.69 | -3.63% | -0.72 | 1.99% | 0.24 |
| 1M | 35.83% | -0.04 | -3.53% | -0.29 | 2.05% | 0.19 |
| 3M | 36.87% | 0.17 | -2.60% | 0.20 | 2.24% | 0.02 |
| 6M | 37.74% | 0.08 | -1.88% | 0.16 | 2.32% | 0.04 |
| 9M | 38.43% | 0.08 | -1.50% | 0.20 | 2.32% | 0.08 |
| 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 RV32.58%Complete: 100.00% coverage
- 7d RV34.65%Complete: 100.00% coverage
- 30d RV32.94%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.