Published daily report data
BTC options metrics: 2026-10-29
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 | 35.78% | -0.76 | -2.71% | -0.82 | 0.97% | -0.05 |
| 2W | 35.34% | -1.07 | -2.73% | -0.21 | 0.91% | -0.07 |
| 1M | 34.93% | -0.56 | -3.32% | -0.20 | 1.07% | -0.10 |
| 3M | 36.10% | -0.70 | -2.47% | 0.02 | 1.02% | -0.14 |
| 6M | 37.68% | -0.14 | -2.20% | -0.10 | 1.04% | -0.05 |
| 9M | 38.40% | -0.14 | -1.87% | -0.11 | 1.01% | 0.00 |
| 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 RV38.98%Complete: 100.00% coverage
- 7d RV31.13%Complete: 100.00% coverage
- 30d RV32.28%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.