Published daily report data
ETH options metrics: 2026-09-12
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 | 48.48% | -3.12 | -1.16% | -3.76 | 3.14% | 0.02 |
| 2W | 49.41% | -1.58 | -0.94% | -1.35 | 2.84% | 0.33 |
| 1M | 49.97% | -1.03 | -0.30% | -1.22 | 3.36% | 0.40 |
| 3M | 52.75% | -0.16 | -0.07% | -0.01 | 3.31% | 0.05 |
| 6M | 54.28% | 0.01 | -0.15% | -0.30 | 2.99% | -0.28 |
| 9M | 55.23% | -0.07 | 0.06% | -0.29 | 2.66% | -0.21 |
| 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 RV37.20%
- 7d RV45.57%
- 30d RV54.07%
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.