Published daily report data
BTC options metrics: 2026-10-30
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 | 41.86% | 6.08 | -4.24% | -1.53 | 1.26% | 0.29 |
| 2W | 40.07% | 4.73 | -4.54% | -1.81 | 1.18% | 0.27 |
| 1M | 37.92% | 2.99 | -4.21% | -0.89 | 1.27% | 0.20 |
| 3M | 37.57% | 1.47 | -3.59% | -1.12 | 1.18% | 0.16 |
| 6M | 38.56% | 0.88 | -2.43% | -0.23 | 1.16% | 0.12 |
| 9M | 39.11% | 0.71 | -2.01% | -0.14 | 1.09% | 0.08 |
| 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 RV61.34%Complete: 100.00% coverage
- 7d RV36.88%Complete: 100.00% coverage
- 30d RV33.31%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: (iv25Call + iv25Put) / 2 - ivAtm
- 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.