Published daily report data
ETH options metrics: 2026-09-25
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 | 38.75% | -6.11 | -1.25% | -0.08 | 2.21% | -0.66 |
| 2W | 43.84% | -3.28 | -1.06% | -0.56 | 2.48% | -0.34 |
| 1M | 47.10% | -1.94 | -0.53% | -0.45 | 2.25% | -0.53 |
| 3M | 51.81% | -0.68 | 0.20% | -0.29 | 2.98% | -0.21 |
| 6M | 53.88% | -0.37 | 0.62% | -0.41 | 3.14% | -0.15 |
| 9M | 54.87% | -0.18 | 1.44% | -0.32 | 2.84% | -0.14 |
| 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 RVUnavailableUnavailable: 95.14% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 95.1389% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
- 7d RVUnavailableUnavailable: 99.31% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.3056% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
- 30d RVUnavailableUnavailable: 99.84% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.8380% with 68 missing price minutes across 2 intervals and a largest gap of 67 minutes.
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.