Published daily report data
ETH options metrics: 2026-09-14
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 | 53.06% | 0.64 | 0.30% | 1.78 | 2.88% | -0.30 |
| 2W | 51.86% | 0.43 | -0.23% | 1.17 | 3.13% | 0.13 |
| 1M | 51.32% | 0.21 | 0.39% | 1.02 | 3.31% | 0.02 |
| 3M | 53.00% | 0.04 | 0.14% | 0.55 | 3.18% | -0.13 |
| 6M | 54.51% | 0.24 | 0.23% | 0.38 | 2.97% | -0.10 |
| 9M | 55.38% | 0.11 | 0.31% | 0.29 | 2.63% | 0.03 |
| 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 RV44.83%
- 7d RV46.27%
- 30d RV54.62%
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.