Published daily report data
BTC options metrics: 2026-11-01
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 | 40.20% | -0.07 | -3.75% | 1.66 | 1.08% | -0.13 |
| 2W | 38.75% | -0.16 | -4.02% | 1.61 | 1.08% | -0.14 |
| 1M | 37.81% | 0.04 | -3.78% | 1.27 | 1.07% | -0.18 |
| 3M | 37.97% | 0.05 | -3.91% | 0.29 | 1.16% | -0.04 |
| 6M | 38.77% | 0.12 | -2.70% | 0.43 | 1.12% | -0.04 |
| 9M | 39.25% | 0.18 | -2.30% | 0.29 | 1.07% | -0.02 |
| 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 RV14.89%Complete: 100.00% coverage
- 7d RV36.37%Complete: 100.00% coverage
- 30d RV32.39%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.