Published daily report data
ETH options metrics: 2026-09-17
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 | 44.54% | -8.62 | -0.23% | 0.23 | 2.29% | -0.97 |
| 2W | 46.46% | -5.07 | -0.69% | 0.36 | 2.55% | -1.34 |
| 1M | 49.02% | -2.96 | -0.28% | 0.16 | 2.58% | -1.06 |
| 3M | 52.95% | -1.01 | 0.06% | -0.02 | 3.22% | -0.12 |
| 6M | 54.47% | -0.45 | 0.77% | 0.19 | 3.27% | 0.07 |
| 9M | 55.23% | -0.14 | 1.00% | 0.58 | 2.70% | -0.16 |
| 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 RV63.42%
- 7d RV53.94%
- 30d RV57.25%
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.