Published daily report data
BTC options metrics: 2026-10-28
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 | 36.54% | 0.19 | -1.89% | 0.17 | 2.05% | 0.23 |
| 2W | 36.41% | 0.09 | -2.52% | 0.23 | 1.96% | 0.17 |
| 1M | 35.49% | 0.00 | -3.12% | 0.25 | 2.34% | 0.21 |
| 3M | 36.80% | -0.25 | -2.49% | 0.37 | 2.31% | 0.05 |
| 6M | 37.82% | -0.18 | -2.10% | 0.27 | 2.18% | -0.03 |
| 9M | 38.54% | -0.15 | -1.76% | 0.17 | 2.02% | -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 RV27.35%Complete: 100.00% coverage
- 7d RV30.26%Complete: 100.00% coverage
- 30d RV32.05%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.