Published daily report data
ETH options metrics: 2026-10-13
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 | 42.75% | 0.71 | -2.41% | 0.64 | 2.81% | -0.04 |
| 2W | 44.52% | 0.42 | -2.17% | 0.33 | 2.79% | 0.09 |
| 1M | 47.93% | -0.12 | -1.75% | -0.20 | 3.25% | 0.10 |
| 3M | 50.87% | 0.06 | -0.86% | -0.20 | 3.32% | -0.10 |
| 6M | 52.42% | 0.04 | -0.21% | -0.38 | 3.49% | 0.12 |
| 9M | 53.32% | -0.10 | 0.33% | -0.07 | 3.23% | 0.21 |
| 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 RV56.24%Complete: 100.00% coverage
- 7d RV42.15%Complete: 100.00% coverage
- 30d RV44.91%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.