Published daily report data
ETH options metrics: 2026-09-08
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 | 50.19% | 2.35 | 1.66% | 0.83 | 3.04% | 0.17 |
| 2W | 50.77% | 1.31 | 1.22% | -0.14 | 2.54% | -0.10 |
| 1M | 51.40% | 0.77 | 1.38% | -0.39 | 2.72% | -0.19 |
| 3M | 52.51% | 0.25 | 0.93% | -0.34 | 3.13% | -0.14 |
| 6M | 54.39% | 0.11 | 0.64% | -0.02 | 3.02% | 0.06 |
| 9M | 55.49% | 0.02 | 0.69% | -0.07 | 2.75% | 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 RV36.33%
- 7d RV43.92%
- 30d RV51.88%
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.