Published daily report data
BTC options metrics: 2026-11-06
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
- 06 Nov 2026, 17:31 UTC
- Research information cutoff
- 06 Nov 2026, 19:00 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 | 38.75% | -1.96 | -3.19 pts | -1.00 | 1.02 pts | -0.03 |
| 2W | 38.05% | -0.70 | -3.55 pts | -0.99 | 1.09 pts | -0.06 |
| 1M | 37.97% | -0.45 | -3.09 pts | -0.66 | 0.95 pts | -0.13 |
| 2M | 38.23% | -0.33 | -3.11 pts | -0.54 | 1.11 pts | -0.11 |
| 3M | 38.50% | -0.26 | -3.11 pts | -0.73 | 1.16 pts | -0.06 |
| 6M | 39.35% | 0.03 | -2.51 pts | -0.42 | 1.13 pts | -0.05 |
| 9M | 39.69% | 0.05 | -2.08 pts | -0.33 | 1.06 pts | -0.03 |
| 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