Published daily report data
ETH options metrics: 2026-10-15
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 | 43.65% | -1.63 | -3.45% | -0.52 | 3.23% | 0.38 |
| 2W | 46.48% | -0.35 | -2.81% | -0.05 | 3.17% | 0.19 |
| 1M | 48.68% | -0.16 | -2.11% | 0.07 | 3.61% | 0.25 |
| 3M | 50.94% | -0.13 | -0.92% | 0.08 | 3.50% | 0.14 |
| 6M | 52.44% | -0.09 | -0.35% | -0.04 | 3.27% | -0.16 |
| 9M | 53.33% | 0.00 | 0.23% | 0.00 | 3.01% | -0.18 |
| 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 RV81.58%Complete: 100.00% coverage
- 7d RV49.05%Complete: 100.00% coverage
- 30d RV46.47%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.