Published daily report data
ETH options metrics: 2026-10-03
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 | 39.66% | 1.92 | -1.02% | 0.16 | 2.42% | -0.16 |
| 2W | 42.55% | 0.47 | -1.12% | -1.11 | 2.24% | -0.57 |
| 1M | 46.43% | 0.37 | -1.05% | -0.14 | 2.61% | 0.00 |
| 3M | 50.97% | -0.02 | -0.47% | 0.23 | 2.99% | -0.25 |
| 6M | 53.05% | 0.02 | 0.31% | 0.14 | 3.05% | -0.26 |
| 9M | 54.00% | -0.14 | 0.81% | -0.05 | 2.89% | -0.09 |
| 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 RV26.77%Complete: 100.00% coverage
- 7d RV40.88%Complete: 100.00% coverage
- 30d RV46.93%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.