Published daily report data
ETH options metrics: 2026-09-26
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 | 40.91% | 1.66 | -1.33% | 0.49 | 2.41% | 0.11 |
| 2W | 43.82% | 1.22 | -1.05% | 0.35 | 2.45% | 0.05 |
| 1M | 47.05% | 0.07 | -0.45% | 0.23 | 2.33% | 0.07 |
| 3M | 51.66% | -0.10 | -0.08% | -0.46 | 2.98% | -0.04 |
| 6M | 53.71% | -0.17 | 0.51% | -0.12 | 2.93% | -0.14 |
| 9M | 54.67% | -0.06 | 1.43% | -0.02 | 2.85% | 0.06 |
| 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 RV20.41%Complete: 100.00% coverage
- 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.