Published daily report data
BTC options metrics: 2026-11-02
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 | 40.50% | 0.30 | -4.15% | -0.40 | 1.17% | 0.09 |
| 2W | 38.37% | -0.38 | -4.16% | -0.14 | 1.17% | 0.09 |
| 1M | 37.75% | -0.06 | -3.88% | -0.10 | 1.08% | 0.01 |
| 3M | 37.90% | -0.07 | -3.82% | 0.09 | 1.14% | -0.02 |
| 6M | 38.87% | 0.10 | -2.67% | 0.03 | 1.12% | 0.00 |
| 9M | 39.36% | 0.11 | -2.22% | 0.08 | 1.05% | -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 RV30.30%Complete: 100.00% coverage
- 7d RV35.15%Complete: 100.00% coverage
- 30d RV32.68%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.