Published daily report data
ETH options metrics: 2026-10-05
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 | 41.83% | -1.02 | -1.01% | -1.05 | 2.55% | -0.45 |
| 2W | 43.38% | -1.01 | -0.81% | -0.75 | 2.45% | -0.45 |
| 1M | 46.84% | -0.65 | -0.84% | -0.63 | 2.60% | -0.09 |
| 3M | 50.77% | -0.67 | -0.29% | -0.03 | 2.97% | -0.03 |
| 6M | 52.95% | -0.41 | 0.21% | 0.07 | 3.01% | 0.17 |
| 9M | 53.99% | -0.34 | 0.66% | -0.20 | 2.68% | 0.04 |
| 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 RV37.05%Complete: 100.00% coverage
- 7d RV38.83%Complete: 100.00% coverage
- 30d RV45.71%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.