Published daily report data
ETH options metrics: 2026-09-27
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 | 43.69% | 2.01 | -0.61% | 0.49 | 2.73% | 0.27 |
| 2W | 44.92% | 1.18 | -0.31% | 0.54 | 2.67% | 0.22 |
| 1M | 47.63% | 0.67 | -0.40% | 0.04 | 2.42% | 0.06 |
| 3M | 51.70% | 0.04 | 0.03% | -0.06 | 2.89% | -0.08 |
| 6M | 53.76% | -0.02 | 0.35% | -0.24 | 2.91% | -0.02 |
| 9M | 54.65% | -0.02 | 1.10% | -0.27 | 2.96% | 0.09 |
| 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 RV25.19%Complete: 100.00% coverage
- 7d RV46.47%Complete: 100.00% coverage
- 30d RV46.81%Complete: 100.00% coverage
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.