Published daily report data
ETH options metrics: 2026-08-28
Structured values from the immutable published report artifact. Levels are percentages; daily changes are volatility points.
Snapshot
- Current snapshot
- Previous snapshot
- Report generated
Fixed-tenor implied volatility and skew
| Tenor | ATM IV | ATM Δ | RR25 | RR25 Δ | BF25 | BF25 Δ |
|---|---|---|---|---|---|---|
| 1W | 46.04% | -6.83 | -1.03% | -5.63 | 2.47% | -1.07 |
| 2W | 47.68% | -6.05 | 0.50% | -3.34 | 2.64% | -0.88 |
| 1M | 50.45% | -4.00 | -0.65% | -2.96 | 2.73% | -0.78 |
| 3M | 53.01% | -2.09 | 0.17% | -1.78 | 2.79% | -0.38 |
| 6M | 54.87% | -1.23 | 0.42% | -1.05 | 2.76% | -0.31 |
| 9M | 55.71% | -0.97 | 0.44% | -1.19 | 2.62% | -0.29 |
| 1Y | 56.10% | -0.88 | 0.43% | -1.34 | 2.55% | -0.22 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV50.17%
- 7d RV66.58%
- 30d RV49.64%
Provenance and conventions
Derivasys proprietary historical SVI surface and canonical ETH index databases
- Source report: ETH
- RR25: 25-delta call IV minus 25-delta put IV
- BF25: Average 25-delta wing IV minus ATM forward IV
- Fixed tenors: Fixed-tenor measures are interpolated independently at 1W, 2W, 1M, 3M, 6M, 9M and 1Y; headline rankings prioritise 1W, 2W, 1M, 3M, 6M and 1Y.