Published daily report data
ETH options metrics: 2026-09-11
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 | 51.60% | 1.60 | 2.60% | 2.90 | 3.12% | 0.08 |
| 2W | 50.99% | 0.35 | 0.41% | 0.89 | 2.51% | -0.17 |
| 1M | 51.00% | -0.27 | 0.92% | 0.33 | 2.96% | 0.43 |
| 3M | 52.91% | -0.01 | -0.06% | -0.41 | 3.26% | 0.07 |
| 6M | 54.27% | -0.15 | 0.15% | 0.11 | 3.27% | 0.11 |
| 9M | 55.30% | 0.01 | 0.35% | 0.08 | 2.87% | 0.08 |
| 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 RV75.60%
- 7d RV44.02%
- 30d RV53.88%
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.