Published daily report data
ETH options metrics: 2026-09-06
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 | 46.95% | 4.63 | 2.55% | 1.79 | 2.99% | 0.63 |
| 2W | 49.62% | 3.48 | 2.77% | 1.20 | 2.87% | 0.12 |
| 1M | 50.81% | 1.30 | 2.23% | 0.91 | 2.87% | 0.23 |
| 3M | 52.45% | 0.61 | 1.44% | 0.37 | 3.02% | 0.07 |
| 6M | 54.25% | -0.02 | 0.76% | 0.23 | 2.88% | -0.05 |
| 9M | 55.52% | 0.14 | 0.91% | 0.04 | 2.71% | 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 RV31.88%
- 7d RV47.07%
- 30d RV51.17%
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.