Published daily report data
BTC options metrics: 2026-10-24
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 | 36.64% | 5.61 | -3.60% | -1.65 | 2.00% | 0.19 |
| 2W | 38.72% | 2.79 | -4.87% | -2.99 | 2.23% | 0.33 |
| 1M | 37.19% | 1.62 | -5.28% | -2.61 | 2.36% | 0.37 |
| 3M | 37.79% | 0.75 | -3.52% | -1.13 | 2.36% | 0.19 |
| 6M | 38.37% | 0.42 | -2.41% | -0.62 | 2.31% | 0.08 |
| 9M | 38.96% | 0.42 | -1.90% | -0.45 | 2.16% | -0.05 |
| 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 RV29.13%Complete: 100.00% coverage
- 7d RV31.92%Complete: 100.00% coverage
- 30d RV32.15%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.