Published daily report data
BTC options metrics: 2026-10-27
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 | 36.35% | -1.12 | -2.06% | 1.04 | 1.82% | -0.24 |
| 2W | 36.32% | -1.24 | -2.75% | 0.79 | 1.79% | -0.21 |
| 1M | 35.49% | -0.86 | -3.37% | 0.65 | 2.13% | -0.13 |
| 3M | 37.05% | -0.41 | -2.86% | 0.22 | 2.26% | -0.06 |
| 6M | 38.00% | -0.23 | -2.37% | -0.03 | 2.21% | -0.07 |
| 9M | 38.69% | -0.16 | -1.93% | -0.11 | 2.09% | -0.09 |
| 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 RV27.03%Complete: 100.00% coverage
- 7d RV30.98%Complete: 100.00% coverage
- 30d RV32.45%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.