Published daily report data
ETH options metrics: 2026-09-15
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 | 55.04% | -2.08 | -1.59% | -4.48 | 3.83% | 0.24 |
| 2W | 53.02% | -1.29 | -1.73% | -3.37 | 3.91% | 0.81 |
| 1M | 52.60% | -0.28 | -0.98% | -2.03 | 3.84% | 0.75 |
| 3M | 53.92% | 0.41 | -0.20% | -0.41 | 3.52% | 0.27 |
| 6M | 54.83% | 0.05 | 0.17% | -0.29 | 3.13% | 0.07 |
| 9M | 55.54% | -0.09 | 0.39% | -0.38 | 2.83% | 0.04 |
| 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 RV61.11%
- 7d RV50.71%
- 30d RV55.99%
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.