Published daily report data
ETH options metrics: 2026-10-02
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 | 37.63% | -4.28 | -1.42% | 1.53 | 2.52% | -0.53 |
| 2W | 42.17% | -2.12 | -0.17% | 1.15 | 2.81% | -0.35 |
| 1M | 46.01% | -1.66 | -0.71% | 0.75 | 2.63% | -0.11 |
| 3M | 51.03% | -0.48 | -0.33% | 0.54 | 3.03% | -0.10 |
| 6M | 53.02% | -0.33 | 0.42% | 0.40 | 3.22% | 0.00 |
| 9M | 54.01% | -0.31 | 1.05% | 0.19 | 3.05% | 0.01 |
| 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 RVUnavailableUnavailable: 82.15% coverage · 24h RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 82.1528% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 7d RVUnavailableUnavailable: 97.45% coverage · 7d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 97.4504% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
- 30d RVUnavailableUnavailable: 99.41% coverage · 30d RV requires at least 99.5% valid one-minute returns and no price gap over 60 minutes; coverage is 99.4051% with 255 missing price minutes across 2 intervals and a largest gap of 247 minutes.
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.