Published daily report data
ETH options metrics: 2026-10-08
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 | 48.73% | 8.90 | -4.91% | -1.12 | 3.49% | 1.06 |
| 2W | 47.20% | 5.28 | -3.78% | -1.27 | 3.38% | 1.07 |
| 1M | 48.97% | 3.26 | -2.10% | 0.08 | 2.98% | 0.28 |
| 3M | 51.14% | 1.10 | -0.93% | 0.04 | 3.29% | 0.50 |
| 6M | 52.68% | 0.55 | -0.12% | 0.23 | 3.38% | 0.35 |
| 9M | 53.53% | 0.27 | 0.41% | 0.06 | 2.97% | 0.06 |
| 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 RV54.62%Complete: 100.00% coverage
- 7d RV38.23%Complete: 100.00% coverage
- 30d RV46.38%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.