Published daily report data
ETH options metrics: 2026-09-01
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 | 46.13% | -0.78 | -1.51% | -3.25 | 2.71% | 0.35 |
| 2W | 47.91% | -0.06 | -0.94% | -2.67 | 2.34% | -0.05 |
| 1M | 49.77% | 0.23 | -0.69% | -0.78 | 2.65% | 0.14 |
| 3M | 51.46% | 0.10 | 0.35% | -0.63 | 2.77% | 0.01 |
| 6M | 53.73% | -0.22 | 0.09% | -0.36 | 2.95% | 0.06 |
| 9M | 55.13% | -0.19 | 0.51% | -0.36 | 2.75% | 0.12 |
| 1Y | 55.90% | -0.17 | 0.77% | -0.43 | 2.61% | 0.17 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV43.20%
- 7d RV43.93%
- 30d RV49.94%
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.