Published daily report data
ETH options metrics: 2026-09-23
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 | 46.21% | -2.28 | -0.77% | -1.32 | 2.95% | 0.12 |
| 2W | 48.03% | -0.61 | -0.30% | -0.88 | 3.04% | 0.24 |
| 1M | 49.83% | 0.17 | 0.04% | -0.61 | 2.66% | -0.01 |
| 3M | 52.85% | -0.14 | 0.35% | -0.51 | 3.27% | 0.31 |
| 6M | 54.59% | 0.18 | 1.04% | -0.10 | 3.40% | 0.28 |
| 9M | 55.26% | 0.07 | 1.63% | -0.22 | 3.05% | 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 1415 (98.2639% 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.