Published daily report data
BTC options metrics: 2026-10-31
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 | 40.27% | -1.59 | -5.41% | -1.17 | 1.21% | -0.05 |
| 2W | 38.91% | -1.16 | -5.63% | -1.09 | 1.22% | 0.04 |
| 1M | 37.77% | -0.15 | -5.05% | -0.84 | 1.25% | -0.02 |
| 3M | 37.92% | 0.35 | -4.20% | -0.61 | 1.20% | 0.02 |
| 6M | 38.65% | 0.09 | -3.13% | -0.70 | 1.16% | 0.00 |
| 9M | 39.07% | -0.04 | -2.59% | -0.58 | 1.09% | 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 RV27.38%Complete: 100.00% coverage
- 7d RV36.63%Complete: 100.00% coverage
- 30d RV33.13%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.