Published daily report data
ETH options metrics: 2026-09-18
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 | 46.19% | 1.74 | 1.78% | 1.98 | 2.32% | 0.08 |
| 2W | 46.13% | -0.64 | 2.48% | 3.29 | 2.90% | 0.37 |
| 1M | 48.68% | -0.17 | 1.75% | 2.03 | 2.89% | 0.31 |
| 3M | 52.87% | -0.28 | 1.19% | 1.18 | 3.31% | 0.08 |
| 6M | 54.58% | 0.24 | 1.45% | 0.68 | 3.29% | 0.04 |
| 9M | 55.23% | 0.01 | 1.63% | 0.64 | 2.93% | 0.24 |
| 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 RV54.72%
- 7d RV50.18%
- 30d RV56.83%
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.