Published daily report data
ETH options metrics: 2026-09-05
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 | 43.37% | 1.78 | 1.36% | 2.83 | 2.42% | 0.03 |
| 2W | 47.46% | 0.79 | 2.09% | 1.21 | 2.93% | 0.21 |
| 1M | 49.46% | 0.04 | 1.82% | 1.46 | 2.76% | 0.06 |
| 3M | 52.08% | -0.01 | 1.23% | 0.40 | 2.93% | -0.04 |
| 6M | 54.17% | -0.02 | 0.73% | 0.37 | 2.93% | 0.03 |
| 9M | 55.38% | 0.00 | 0.92% | 0.41 | 2.66% | -0.05 |
| 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 RV20.80%
- 7d RV46.83%
- 30d RV51.21%
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.