Published daily report data
ETH options metrics: 2026-08-29
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 | 43.44% | -2.03 | -1.13% | -2.02 | 2.29% | -0.20 |
| 2W | 45.15% | -2.73 | -0.25% | -1.39 | 2.69% | -0.09 |
| 1M | 48.73% | -1.62 | -0.88% | -1.41 | 2.56% | -0.25 |
| 3M | 52.27% | -0.72 | -0.31% | -0.81 | 2.85% | -0.25 |
| 6M | 54.55% | -0.38 | -0.08% | -0.38 | 2.92% | -0.04 |
| 9M | 55.60% | -0.15 | 0.40% | -0.35 | 2.74% | -0.01 |
| 1Y | 56.11% | -0.03 | 0.75% | -0.31 | 2.59% | -0.01 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV35.21%
- 7d RV54.26%
- 30d RV49.13%
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.