Published daily report data
ETH options metrics: 2026-09-09
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 | 52.31% | 2.12 | 2.66% | 1.00 | 3.14% | 0.10 |
| 2W | 52.85% | 2.08 | 2.30% | 1.08 | 2.90% | 0.36 |
| 1M | 52.42% | 1.02 | 1.56% | 0.18 | 3.22% | 0.50 |
| 3M | 53.31% | 0.80 | 0.94% | 0.01 | 3.34% | 0.21 |
| 6M | 54.75% | 0.36 | 0.40% | -0.24 | 3.10% | 0.08 |
| 9M | 55.59% | 0.10 | 0.49% | -0.20 | 2.89% | 0.14 |
| 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 RV45.53%
- 7d RV43.08%
- 30d RV52.16%
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.