Published daily report data
ETH options metrics: 2026-10-07
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 | 40.13% | 1.38 | -3.81% | -3.43 | 2.43% | -0.11 |
| 2W | 41.99% | 0.94 | -2.53% | -2.10 | 2.33% | -0.50 |
| 1M | 45.69% | -0.12 | -2.17% | -1.36 | 2.69% | 0.16 |
| 3M | 50.05% | 0.12 | -0.97% | -0.19 | 2.79% | -0.29 |
| 6M | 52.14% | -0.20 | -0.34% | -0.35 | 3.02% | -0.01 |
| 9M | 53.25% | -0.23 | 0.35% | -0.28 | 2.91% | 0.12 |
| 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 RV42.47%Complete: 100.00% coverage
- 7d RV35.49%Complete: 100.00% coverage
- 30d RV45.77%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.