Published daily report data
BTC options metrics: 2026-10-22
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 | 32.90% | 1.15 | -2.54% | 0.04 | 1.76% | 0.00 |
| 2W | 37.19% | 1.44 | -3.58% | 0.05 | 1.90% | -0.09 |
| 1M | 36.15% | 0.32 | -4.10% | -0.57 | 2.06% | 0.01 |
| 3M | 37.15% | 0.28 | -2.99% | -0.39 | 2.27% | 0.03 |
| 6M | 37.97% | 0.23 | -2.09% | -0.21 | 2.31% | -0.01 |
| 9M | 38.62% | 0.19 | -1.64% | -0.14 | 2.28% | -0.04 |
| 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 RV33.37%Complete: 100.00% coverage
- 7d RV31.38%Complete: 100.00% coverage
- 30d RV32.66%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.