BTC volatility context · Derivasys DS30 and Bitfinex BVIV
Model-derived and market-implied volatility.
Derivasys DS30 is model-derived volatility; Bitfinex BVIV is a market-implied reference. Values and their difference are shown in volatility points.
38.43 vol points
Measurement 03 Oct 2026, 17:58:00 UTC
At report cutoff · 0 min measurement lag
37.08 vol points
Measurement 03 Oct 2026, 17:56:57 UTC
At report cutoff · 1 min measurement lag
-1.36 vol points
As of 03 Oct 2026, 17:58 UTC. Measurement freshness is shown separately for each index.
Index evidence and methodology
DS30 · Source measurement 03 Oct 2026, 17:58:00 UTC; observed receipt not recorded; ingested not recorded. Freshness: At report cutoff, evaluated 03 Oct 2026, 17:58:00 UTC. Derivasys model-free 30-calendar-day implied volatility from fitted BTC SVI slices
BVIV · Source measurement 03 Oct 2026, 17:56:57 UTC; observed receipt 03 Oct 2026, 17:57:00 UTC; ingested 03 Oct 2026, 17:57:00 UTC. Freshness: At report cutoff, evaluated 03 Oct 2026, 17:58:00 UTC. Bitfinex BVIV reference price from the status channel
BVIV minus independently selected latest eligible DS30 at or before the requested cutoff
{
"schemaVersion": 1,
"source": "market-context-mcp",
"type": "btc_volatility_context_latest",
"asset": "BTC",
"asOfTimestamp": "2026-10-03T17:58:00+00:00",
"status": "available",
"ds30": {
"value": 38.432602594938565,
"units": "volatility_points",
"sourceTimestamp": "2026-10-03T17:58:00+00:00",
"observedAt": null,
"ingestedAt": null,
"freshness": {
"status": "fresh",
"ageSeconds": 0,
"evaluatedAt": "2026-10-03T17:58:00+00:00"
},
"availability": null,
"methodology": "Derivasys model-free 30-calendar-day implied volatility from fitted BTC SVI slices"
},
"bviv": {
"value": 37.076806084751,
"units": "volatility_points",
"sourceTimestamp": "2026-10-03T17:56:57+00:00",
"observedAt": "2026-10-03T17:57:00+00:00",
"ingestedAt": "2026-10-03T17:57:00+00:00",
"freshness": {
"status": "fresh",
"ageSeconds": 63,
"evaluatedAt": "2026-10-03T17:58:00+00:00"
},
"availability": "streaming",
"methodology": "Bitfinex BVIV reference price from the status channel"
},
"bvivMinusDs30": {
"value": -1.3557965101875666,
"units": "volatility_points",
"status": "available",
"methodology": "BVIV minus independently selected latest eligible DS30 at or before the requested cutoff"
}
}Source index JSON02 · Options market read
What the volatility surface did.
5 of 6 headline tenors were comparable at both endpoints. The largest ATM IV move was 2W at -0.84 volatility points, to 30.68%.
RV observation windows
The 24-hour, seven-day and 30-day RV windows are assessed independently using observed one-minute index returns, annualised on a 365-day basis. Recorded minimums: at least 98% coverage over 24 hours, 97% coverage over seven days, 99.5% coverage over 30 days, with no gap longer than 60 minutes. Returns spanning gaps are excluded, not interpolated; unavailable windows remain unreported. The exact 24-hour spot return requires prices at both endpoints.
03 · Catalyst check
02 Oct 2026, 17:58 UTC to 03 Oct 2026, 17:58 UTCNo catalyst assigned.
No qualifying context was found in the monitored news sources for this reporting window.
04 · Detailed analysis
What changed across the BTC volatility surface.
At the 17:58 UTC cutoff, 1W ATM IV was 29.34%, 4.05 volatility points below seven-day realised volatility of 33.39%; 24-hour realised volatility was 18.56% and 30-day realised volatility was 34.83%.
Front-end ATM IV decreased, averaging -0.11 volatility points to 31.13% across 1W, 2W and 1M.
Six-month ATM IV was broadly unchanged at 37.49% (-0.21 volatility points); 1Y was unavailable.
RR25 moved towards calls, averaging +0.20 volatility points to -0.63 volatility points across the five available headline tenors.
BF25 was broadly unchanged, averaging -0.09 volatility points to 1.92 volatility points across the five available headline tenors.
The largest standard-tenor ATM IV move was -0.84 volatility points at 2W, to 30.68%.
Universe roll: added 7OCT26; removed 3OCT26. Comparisons use common expiries only.