Published daily report data
ETH options metrics: 2026-10-12
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 | 42.04% | -0.64 | -3.05% | 0.99 | 2.85% | -0.15 |
| 2W | 44.10% | -0.05 | -2.50% | 1.11 | 2.70% | -0.23 |
| 1M | 48.05% | 0.34 | -1.55% | 0.65 | 3.15% | -0.01 |
| 3M | 50.81% | 0.10 | -0.66% | 0.22 | 3.42% | 0.08 |
| 6M | 52.38% | -0.13 | 0.17% | 0.69 | 3.37% | 0.17 |
| 9M | 53.42% | 0.10 | 0.40% | 0.27 | 3.02% | -0.03 |
| 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 RV40.26%Complete: 100.00% coverage
- 7d RV37.82%Complete: 100.00% coverage
- 30d RV44.03%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.