Published daily report data
ETH options metrics: 2026-09-21
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 | 51.27% | 2.65 | 1.97% | 0.49 | 3.11% | 0.13 |
| 2W | 50.12% | 1.92 | 2.05% | 0.36 | 3.13% | 0.04 |
| 1M | 50.31% | 1.21 | 2.03% | 1.22 | 2.85% | 0.02 |
| 3M | 53.45% | 0.91 | 0.87% | -0.04 | 3.29% | 0.22 |
| 6M | 54.89% | 0.45 | 1.64% | 0.02 | 3.36% | 0.08 |
| 9M | 55.68% | 0.11 | 1.80% | -0.16 | 2.98% | 0.12 |
| 1Y | Unavailable: The target tenor falls outside the listed-expiry range at one or both snapshots; extrapolated values are suppressed. | |||||
Realised volatility
Unavailable: Canonical ETH index coverage for 24h is incomplete: expected 1440 one-minute returns, found 1211 (84.0972% coverage); returns spanning missing minutes are excluded.
Provenance and conventions
Derivasys proprietary historical SVI surface database
- 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.