Published daily report data
BTC options metrics: 2026-10-26
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 | 37.47% | 1.70 | -3.10% | -0.01 | 2.06% | 0.05 |
| 2W | 37.56% | 0.74 | -3.54% | 0.74 | 2.00% | -0.16 |
| 1M | 36.35% | 0.64 | -4.02% | 0.73 | 2.26% | -0.17 |
| 3M | 37.46% | 0.18 | -3.08% | 0.33 | 2.32% | -0.01 |
| 6M | 38.23% | 0.11 | -2.34% | 0.10 | 2.28% | -0.02 |
| 9M | 38.85% | 0.01 | -1.82% | 0.05 | 2.18% | 0.03 |
| 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 RV39.07%Complete: 100.00% coverage
- 7d RV32.40%Complete: 100.00% coverage
- 30d RV32.24%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.