Published daily report data
BTC options metrics: 2026-11-05
Structured values from the immutable published report artifact. ATM IV levels are percentages; RR25, BF25 and daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Unavailable
- Report generated
- Report market snapshot
- 05 Nov 2026, 17:31 UTC
- Research information cutoff
- 05 Nov 2026, 17:47 UTC
Comparison availability and native timestamps are recorded on each research row.
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 40.71% | 5.83 | -2.19 pts | 0.59 | 1.05 pts | 0.11 |
| 2W | 38.75% | 3.90 | -2.56 pts | 0.40 | 1.15 pts | 0.12 |
| 1M | 38.42% | 2.43 | -2.43 pts | 0.65 | 1.08 pts | -0.02 |
| 2M | 38.56% | 1.49 | -2.57 pts | 0.59 | 1.22 pts | -0.03 |
| 3M | 38.76% | 1.08 | -2.38 pts | 0.65 | 1.22 pts | -0.02 |
| 6M | 39.32% | 0.52 | -2.09 pts | 0.35 | 1.18 pts | 0.02 |
| 9M | 39.64% | 0.30 | -1.75 pts | 0.44 | 1.09 pts | 0.00 |
| 1Y | Unavailable: no_captured_comparable_endpoints | |||||
Realised volatility
Unavailable: See the source research JSON for realised volatility observations.
Provenance and conventions
SHA-256 verified published research data attachment
Original research data with source receipts (JSON)
- Source report: BTC
- RR25: 25-delta call IV minus put IV
- BF25: BF25 = (25-delta call IV + 25-delta put IV) / 2 − ATM IV
- Fixed tenors: 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y