Published daily report data
ETH options metrics: 2026-10-01
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 | 41.91% | -0.99 | -2.95% | -0.65 | 3.05% | 0.53 |
| 2W | 44.29% | -0.99 | -1.32% | 0.24 | 3.16% | 0.64 |
| 1M | 47.67% | -0.61 | -1.46% | -0.39 | 2.74% | 0.21 |
| 3M | 51.51% | -0.20 | -0.87% | -0.18 | 3.13% | 0.02 |
| 6M | 53.35% | -0.12 | 0.02% | 0.04 | 3.22% | 0.14 |
| 9M | 54.32% | -0.09 | 0.86% | 0.10 | 3.04% | 0.18 |
| 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 RV39.59%Complete: 100.00% coverage
- 7d RV40.46%Complete: 100.00% coverage
- 30d RV47.54%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.