Published daily report data
ETH options metrics: 2026-09-07
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 | 47.83% | 1.40 | 0.77% | -1.86 | 2.85% | -0.10 |
| 2W | 49.34% | 0.20 | 1.26% | -1.47 | 2.64% | -0.21 |
| 1M | 50.68% | -0.05 | 1.74% | -0.47 | 2.92% | 0.05 |
| 3M | 52.20% | -0.31 | 1.25% | -0.21 | 3.27% | 0.25 |
| 6M | 54.29% | -0.05 | 0.70% | -0.05 | 2.96% | 0.07 |
| 9M | 55.49% | 0.00 | 0.76% | -0.17 | 2.70% | 0.01 |
| 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 RV36.41%
- 7d RV44.17%
- 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.