Published daily report data
ETH options metrics: 2026-09-03
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 | 47.71% | 4.73 | 0.52% | 2.11 | 2.80% | 0.21 |
| 2W | 48.57% | 2.17 | 0.95% | 2.02 | 2.77% | 0.06 |
| 1M | 50.44% | 1.39 | 0.02% | 0.81 | 2.66% | -0.01 |
| 3M | 52.06% | 0.92 | 0.45% | 0.73 | 3.11% | 0.03 |
| 6M | 54.23% | 0.68 | 0.20% | 0.36 | 2.98% | 0.18 |
| 9M | 55.32% | 0.19 | 0.51% | 0.40 | 2.63% | 0.04 |
| 1Y | 55.86% | -0.16 | 0.74% | 0.49 | 2.40% | -0.05 |
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV46.46%
- 7d RV43.69%
- 30d RV50.39%
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.