Published daily report data
ETH options metrics: 2026-10-06
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 | 39.26% | -2.44 | -0.50% | -0.35 | 2.46% | -0.11 |
| 2W | 41.65% | -1.80 | -0.45% | -0.05 | 2.77% | 0.39 |
| 1M | 45.69% | -1.17 | -1.28% | -0.38 | 2.46% | -0.08 |
| 3M | 49.94% | -0.79 | -0.70% | -0.29 | 3.04% | 0.11 |
| 6M | 52.29% | -0.67 | 0.05% | -0.13 | 3.03% | 0.05 |
| 9M | 53.50% | -0.48 | 0.59% | 0.00 | 2.77% | 0.08 |
| 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 RV27.01%Complete: 100.00% coverage
- 7d RV35.75%Complete: 100.00% coverage
- 30d RV45.60%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.