Published daily report data
ETH options metrics: 2026-08-30
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 | 45.25% | 1.97 | -0.08% | 1.56 | 2.66% | 0.34 |
| 2W | 46.61% | 1.55 | 0.18% | 0.78 | 2.88% | 0.20 |
| 1M | 49.17% | 0.79 | -1.02% | 0.24 | 2.66% | 0.12 |
| 3M | 52.40% | 0.25 | -0.19% | 0.21 | 2.95% | 0.09 |
| 6M | 54.60% | 0.12 | -0.12% | 0.00 | 3.24% | 0.30 |
| 9M | 55.64% | 0.11 | 0.38% | -0.07 | 2.92% | 0.15 |
| 1Y | 56.17% | 0.14 | 0.69% | -0.13 | 2.65% | 0.05 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV23.09%
- 7d RV51.16%
- 30d RV48.82%
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.