Published daily report data
ETH options metrics: 2026-09-29
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 | 43.85% | -2.52 | -1.59% | -1.21 | 2.39% | -0.33 |
| 2W | 44.88% | -1.76 | -0.90% | -1.00 | 2.60% | -0.08 |
| 1M | 47.13% | -1.27 | -1.19% | -0.47 | 2.33% | -0.31 |
| 3M | 51.53% | -0.46 | -0.45% | -0.61 | 2.95% | -0.01 |
| 6M | 53.33% | -0.30 | 0.23% | -0.35 | 3.07% | -0.07 |
| 9M | 54.29% | -0.28 | 1.01% | -0.33 | 2.81% | -0.21 |
| 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 RV43.29%Complete: 100.00% coverage
- 7d RV42.09%Complete: 100.00% coverage
- 30d RV47.73%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.