Published daily report data
ETH options metrics: 2026-10-10
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 | 41.22% | 1.46 | -3.03% | 1.32 | 2.83% | 0.24 |
| 2W | 43.17% | 1.35 | -3.31% | 0.01 | 2.91% | 0.19 |
| 1M | 47.00% | 0.97 | -1.91% | 0.09 | 2.97% | -0.07 |
| 3M | 50.50% | 0.47 | -0.65% | 0.20 | 3.17% | 0.12 |
| 6M | 52.37% | 0.20 | -0.31% | 0.15 | 3.09% | 0.07 |
| 9M | 53.24% | 0.10 | 0.24% | 0.07 | 2.96% | 0.19 |
| 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 RV20.07%Complete: 100.00% coverage
- 7d RV36.81%Complete: 100.00% coverage
- 30d RV45.84%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.