Published daily report data
ETH options metrics: 2026-09-10
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 | 50.00% | -2.31 | -0.30% | -2.96 | 3.04% | -0.10 |
| 2W | 50.63% | -2.22 | -0.47% | -2.77 | 2.69% | -0.21 |
| 1M | 51.27% | -1.15 | 0.59% | -0.97 | 2.53% | -0.69 |
| 3M | 52.92% | -0.39 | 0.35% | -0.59 | 3.19% | -0.15 |
| 6M | 54.43% | -0.32 | 0.04% | -0.36 | 3.14% | 0.04 |
| 9M | 55.30% | -0.29 | 0.27% | -0.22 | 2.77% | -0.12 |
| 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 RV41.08%
- 7d RV42.29%
- 30d RV52.43%
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.