Published daily report data
BTC options metrics: 2026-10-23
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 | 31.03% | -1.87 | -1.95% | 0.59 | 1.81% | 0.05 |
| 2W | 35.93% | -1.26 | -1.88% | 1.70 | 1.90% | 0.00 |
| 1M | 35.57% | -0.58 | -2.67% | 1.43 | 1.99% | -0.07 |
| 3M | 37.04% | -0.11 | -2.39% | 0.60 | 2.17% | -0.10 |
| 6M | 37.95% | -0.02 | -1.79% | 0.30 | 2.23% | -0.08 |
| 9M | 38.54% | -0.08 | -1.45% | 0.19 | 2.21% | -0.07 |
| 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 RV32.80%Complete: 100.00% coverage
- 7d RV31.57%Complete: 100.00% coverage
- 30d RV32.50%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.