Published daily report data
ETH options metrics: 2026-09-30
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 | 42.90% | -3.19 | -2.30% | -2.63 | 2.52% | -0.47 |
| 2W | 45.28% | -1.42 | -1.56% | -2.06 | 2.52% | -0.38 |
| 1M | 48.28% | 0.15 | -1.07% | -1.02 | 2.53% | 0.04 |
| 3M | 51.71% | -0.20 | -0.69% | -0.60 | 3.11% | 0.06 |
| 6M | 53.47% | -0.15 | -0.02% | -0.72 | 3.08% | -0.12 |
| 9M | 54.41% | 0.04 | 0.76% | -0.43 | 2.86% | -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 RV44.55%Complete: 100.00% coverage
- 7d RV41.68%Complete: 100.00% coverage
- 30d RV47.50%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.