Published daily report data
ETH options metrics: 2026-09-24
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 | 44.30% | -2.24 | -1.80% | -0.84 | 2.72% | -0.34 |
| 2W | 46.41% | -2.02 | -0.88% | -0.51 | 2.70% | -0.45 |
| 1M | 48.78% | -1.41 | -0.09% | 0.08 | 2.75% | 0.00 |
| 3M | 52.43% | -0.63 | 0.16% | -0.23 | 3.06% | -0.19 |
| 6M | 54.22% | -0.43 | 0.98% | -0.04 | 3.14% | -0.38 |
| 9M | 55.00% | -0.32 | 1.71% | 0.13 | 2.89% | -0.27 |
| 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 7d is incomplete: expected 10080 one-minute returns, found 9824 (97.4603% 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.