Published daily report data
ETH options metrics: 2026-10-09
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 | 39.85% | -8.45 | -4.32% | 0.59 | 2.60% | -0.89 |
| 2W | 41.34% | -5.61 | -3.32% | 0.58 | 2.68% | -0.72 |
| 1M | 46.13% | -2.61 | -2.02% | 0.09 | 3.04% | 0.05 |
| 3M | 50.15% | -0.90 | -0.84% | 0.21 | 3.06% | -0.27 |
| 6M | 52.20% | -0.44 | -0.46% | -0.34 | 3.04% | -0.36 |
| 9M | 53.15% | -0.33 | 0.18% | -0.20 | 2.78% | -0.20 |
| 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 RV42.22%Complete: 100.00% coverage
- 7d RV37.49%Complete: 100.00% coverage
- 30d RV46.32%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.