Published daily report data
ETH options metrics: 2026-09-13
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 | 52.42% | 3.94 | -1.48% | -0.31 | 3.18% | 0.03 |
| 2W | 51.43% | 2.02 | -1.40% | -0.45 | 3.00% | 0.15 |
| 1M | 51.11% | 1.14 | -0.63% | -0.33 | 3.29% | -0.07 |
| 3M | 52.96% | 0.21 | -0.41% | -0.34 | 3.31% | 0.00 |
| 6M | 54.27% | -0.01 | -0.15% | 0.00 | 3.07% | 0.08 |
| 9M | 55.27% | 0.04 | 0.02% | -0.04 | 2.60% | -0.06 |
| 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 RV28.20%
- 7d RV45.19%
- 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.