Published daily report data
BTC options metrics: 2026-11-08
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
- 08 Nov 2026, 17:31 UTC
- Research information cutoff
- 08 Nov 2026, 17:40 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 | 40.36% | 1.68 | -4.44 pts | -1.01 | 1.22 pts | 0.04 |
| 2W | 38.80% | 0.89 | -4.31 pts | -0.55 | 1.14 pts | 0.01 |
| 1M | 38.47% | 0.65 | -3.63 pts | -0.09 | 1.12 pts | -0.01 |
| 2M | 38.68% | 0.40 | -3.43 pts | -0.14 | 1.16 pts | -0.04 |
| 3M | 38.92% | 0.21 | -3.20 pts | -0.13 | 1.20 pts | -0.01 |
| 6M | 39.78% | 0.16 | -2.47 pts | -0.07 | 1.19 pts | 0.02 |
| 9M | 40.12% | 0.19 | -2.04 pts | -0.06 | 1.07 pts | -0.02 |
| 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