Published daily report data
ETH options metrics: 2026-08-31
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 | 46.87% | 0.54 | 1.28% | 0.22 | 2.36% | -0.26 |
| 2W | 47.90% | 0.74 | 1.16% | -0.12 | 2.36% | -0.24 |
| 1M | 49.52% | 0.42 | 0.01% | 0.32 | 2.49% | -0.14 |
| 3M | 51.51% | -0.53 | 0.94% | 0.68 | 2.78% | -0.10 |
| 6M | 54.02% | -0.45 | 0.42% | 0.18 | 2.86% | -0.14 |
| 9M | 55.35% | -0.14 | 0.78% | 0.06 | 2.62% | -0.22 |
| 1Y | 56.03% | 0.01 | 1.09% | 0.05 | 2.43% | -0.25 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV56.00%
- 7d RV45.71%
- 30d RV49.72%
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.