Published daily report data
ETH options metrics: 2026-10-11
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 | 42.68% | 1.99 | -4.04% | -0.77 | 3.00% | 0.17 |
| 2W | 44.15% | 1.44 | -3.61% | -0.33 | 2.93% | 0.07 |
| 1M | 47.71% | 0.63 | -2.20% | -0.33 | 3.16% | 0.19 |
| 3M | 50.71% | 0.33 | -0.88% | -0.25 | 3.34% | 0.21 |
| 6M | 52.51% | 0.21 | -0.52% | -0.14 | 3.20% | 0.10 |
| 9M | 53.32% | 0.10 | 0.13% | -0.14 | 3.05% | 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 RV23.40%Complete: 100.00% coverage
- 7d RV37.36%Complete: 100.00% coverage
- 30d RV43.94%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.