Published daily report data
ETH options metrics: 2026-09-28
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 | 45.09% | 1.42 | -2.02% | -1.96 | 2.56% | -0.24 |
| 2W | 45.98% | 1.03 | -1.18% | -0.98 | 2.58% | -0.08 |
| 1M | 48.00% | 0.51 | -0.45% | -0.14 | 2.51% | 0.04 |
| 3M | 51.96% | 0.18 | -0.49% | -0.44 | 2.97% | 0.10 |
| 6M | 53.66% | -0.06 | 0.42% | 0.03 | 2.96% | -0.05 |
| 9M | 54.52% | -0.02 | 1.12% | -0.13 | 2.90% | -0.13 |
| 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 RV39.86%Complete: 100.00% coverage
- 7d RV43.61%Complete: 100.00% coverage
- 30d RV47.17%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.