Published daily report data
ETH options metrics: 2026-09-04
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 | 42.10% | -5.20 | -1.66% | -2.06 | 2.46% | -0.30 |
| 2W | 47.00% | -1.96 | 0.33% | -0.62 | 2.57% | -0.22 |
| 1M | 49.76% | -0.54 | 0.14% | 0.11 | 2.64% | -0.01 |
| 3M | 52.06% | 0.10 | 0.52% | 0.04 | 3.08% | -0.04 |
| 6M | 54.06% | 0.02 | 0.15% | -0.09 | 2.95% | -0.03 |
| 9M | 55.31% | 0.02 | 0.36% | -0.16 | 2.68% | 0.06 |
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Window end: . 1 minute; annualised on a 365 days basis.
- 24h RV68.30%
- 7d RV47.11%
- 30d RV51.51%
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 published only when listed expiries bracket the target at both comparison snapshots. Targets outside either observable range are suppressed, not extrapolated; headline rankings use only supported tenors.