Published daily report data
BTC options metrics: 2026-11-07
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
- 07 Nov 2026, 17:31 UTC
- Research information cutoff
- 07 Nov 2026, 18:11 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 | 38.68% | -0.07 | -3.43 pts | -0.24 | 1.18 pts | 0.16 |
| 2W | 37.91% | -0.14 | -3.76 pts | -0.21 | 1.13 pts | 0.04 |
| 1M | 37.82% | -0.15 | -3.54 pts | -0.45 | 1.13 pts | 0.18 |
| 2M | 38.28% | 0.05 | -3.29 pts | -0.18 | 1.20 pts | 0.09 |
| 3M | 38.71% | 0.21 | -3.07 pts | 0.04 | 1.21 pts | 0.05 |
| 6M | 39.62% | 0.27 | -2.40 pts | 0.11 | 1.17 pts | 0.04 |
| 9M | 39.93% | 0.24 | -1.98 pts | 0.10 | 1.09 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