Published daily report data
ETH options metrics: 2026-10-04
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 | 42.84% | 3.57 | 0.03% | 0.94 | 3.03% | 0.42 |
| 2W | 44.38% | 1.73 | -0.06% | 1.14 | 2.92% | 0.48 |
| 1M | 47.49% | 1.08 | -0.21% | 0.66 | 2.69% | 0.02 |
| 3M | 51.44% | 0.74 | -0.26% | 0.00 | 3.00% | -0.04 |
| 6M | 53.36% | 0.31 | 0.14% | -0.19 | 2.84% | -0.25 |
| 9M | 54.33% | 0.22 | 0.86% | -0.07 | 2.64% | -0.27 |
| 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 RV16.07%Complete: 100.00% coverage
- 7d RV40.26%Complete: 100.00% coverage
- 30d RV45.36%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.