Published daily report data
BTC options metrics: 2026-11-03
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 | 39.73% | -0.77 | -3.73% | 0.42 | 1.30% | 0.13 |
| 2W | 38.12% | -0.25 | -3.66% | 0.50 | 1.27% | 0.10 |
| 1M | 37.55% | -0.20 | -3.46% | 0.42 | 1.21% | 0.13 |
| 3M | 38.10% | 0.20 | -3.25% | 0.57 | 1.24% | 0.10 |
| 6M | 39.08% | 0.21 | -2.44% | 0.23 | 1.18% | 0.06 |
| 9M | 39.53% | 0.17 | -2.05% | 0.17 | 1.11% | 0.06 |
| 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 RV35.38%Complete: 100.00% coverage
- 7d RV36.20%Complete: 100.00% coverage
- 30d RV33.23%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.