Published daily report data
ETH options metrics: 2026-09-16
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 | 53.07% | -6.05 | -0.56% | 0.73 | 3.32% | -0.81 |
| 2W | 51.48% | -3.90 | -0.92% | -0.15 | 3.90% | -0.03 |
| 1M | 51.92% | -2.01 | -0.40% | 0.31 | 3.66% | -0.01 |
| 3M | 53.66% | -0.56 | 0.20% | 0.50 | 3.30% | -0.30 |
| 6M | 54.87% | -0.28 | 0.54% | 0.59 | 3.20% | -0.09 |
| 9M | 55.36% | -0.38 | 0.43% | 0.10 | 2.85% | -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 RV59.58%
- 7d RV50.76%
- 30d RV56.27%
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.