Published daily report data
ETH options metrics: 2026-09-22
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 | 48.25% | -3.02 | 0.59% | -1.10 | 2.83% | -0.06 |
| 2W | 48.70% | -1.22 | 0.67% | -1.21 | 2.83% | -0.11 |
| 1M | 49.95% | -0.55 | 0.52% | -0.87 | 2.70% | -0.11 |
| 3M | 52.94% | -0.45 | 0.42% | -0.45 | 2.96% | -0.39 |
| 6M | 54.12% | -1.05 | 1.12% | -0.14 | 3.14% | -0.22 |
| 9M | 55.09% | -0.33 | 1.81% | -0.35 | 2.91% | -0.23 |
| 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 1420 (98.6111% 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.