Published daily report data
ETH options metrics: 2026-09-19
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 | 48.21% | 2.11 | 2.13% | 0.26 | 2.85% | 0.52 |
| 2W | 47.56% | 1.03 | 2.53% | -0.01 | 3.07% | 0.05 |
| 1M | 48.61% | -0.19 | 2.05% | 0.42 | 2.95% | 0.02 |
| 3M | 52.62% | -0.17 | 1.09% | -0.25 | 3.23% | -0.15 |
| 6M | 54.47% | 0.00 | 1.58% | 0.19 | 3.16% | -0.21 |
| 9M | 55.43% | 0.24 | 1.59% | 0.06 | 2.87% | -0.12 |
| 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 RV44.14%
- 7d RV51.10%
- 30d RV53.44%
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.