Published daily report data
BTC options metrics: 2026-11-09
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
- 09 Nov 2026, 17:31 UTC
- Research information cutoff
- 09 Nov 2026, 17:59 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 | 39.22% | -1.14 | -2.72 pts | 1.72 | 0.98 pts | -0.24 |
| 2W | 38.20% | -0.60 | -2.85 pts | 1.46 | 0.97 pts | -0.17 |
| 1M | 38.11% | -0.36 | -2.90 pts | 0.73 | 1.09 pts | -0.03 |
| 2M | 38.32% | -0.36 | -2.95 pts | 0.48 | 1.16 pts | 0.00 |
| 3M | 38.64% | -0.28 | -2.89 pts | 0.31 | 1.17 pts | -0.03 |
| 6M | 39.64% | -0.14 | -2.37 pts | 0.10 | 1.17 pts | -0.02 |
| 9M | 40.04% | -0.08 | -2.07 pts | -0.03 | 1.13 pts | 0.06 |
| 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