Published daily report data
BTC options metrics: 2026-11-04
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 | 34.88% | -4.85 | -2.78% | 0.95 | 0.94% | -0.36 |
| 2W | 34.85% | -3.27 | -2.96% | 0.70 | 1.03% | -0.24 |
| 1M | 35.99% | -1.56 | -3.08% | 0.38 | 1.10% | -0.11 |
| 3M | 37.68% | -0.42 | -3.03% | 0.22 | 1.24% | 0.00 |
| 6M | 38.80% | -0.28 | -2.44% | 0.00 | 1.16% | -0.02 |
| 9M | 39.34% | -0.19 | -2.19% | -0.14 | 1.09% | -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 RV49.56%Complete: 100.00% coverage
- 7d RV39.42%Complete: 100.00% coverage
- 30d RV33.78%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.