Published daily report data
ETH options metrics: 2026-10-14
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 | 45.18% | 2.43 | -2.92% | -0.51 | 2.86% | 0.05 |
| 2W | 46.72% | 2.20 | -2.83% | -0.66 | 2.95% | 0.16 |
| 1M | 48.86% | 0.93 | -2.21% | -0.46 | 3.35% | 0.10 |
| 3M | 51.11% | 0.24 | -1.00% | -0.14 | 3.36% | 0.04 |
| 6M | 52.54% | 0.12 | -0.32% | -0.11 | 3.42% | -0.07 |
| 9M | 53.32% | 0.00 | 0.23% | -0.10 | 3.17% | -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 RV50.19%Complete: 100.00% coverage
- 7d RV43.34%Complete: 100.00% coverage
- 30d RV45.10%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.