Published daily report data
ETH options metrics: 2026-09-20
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 | 48.08% | -0.34 | 0.82% | -1.99 | 2.90% | -0.03 |
| 2W | 47.36% | -0.56 | 1.38% | -1.86 | 3.06% | -0.16 |
| 1M | 48.48% | -0.10 | 0.85% | -1.11 | 2.85% | -0.07 |
| 3M | 52.22% | -0.23 | 0.38% | -0.81 | 3.16% | 0.03 |
| 6M | 54.47% | 0.24 | 1.24% | -0.37 | 3.32% | 0.17 |
| 9M | 55.31% | -0.25 | 1.58% | -0.06 | 2.84% | -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 RV41.69%
- 7d RV52.40%
- 30d RV52.12%
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.