Published daily report data
ETH options metrics: 2026-09-02
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 | 43.30% | -1.17 | -2.00% | -1.81 | 2.66% | 0.33 |
| 2W | 46.46% | -0.10 | -1.18% | -1.52 | 2.72% | 0.46 |
| 1M | 48.92% | -0.01 | -0.84% | -0.33 | 2.66% | 0.21 |
| 3M | 51.05% | -0.12 | -0.30% | -0.82 | 3.08% | 0.18 |
| 6M | 53.59% | -0.14 | -0.16% | -0.47 | 2.84% | 0.05 |
| 9M | 55.04% | -0.04 | 0.13% | -0.39 | 2.59% | -0.05 |
| 1Y | 55.83% | 0.03 | 0.30% | -0.35 | 2.42% | -0.11 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV50.83%
- 7d RV44.63%
- 30d RV50.11%
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.