Published daily report data
ETH options metrics: 2026-10-16
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 | 40.17% | -3.48 | -3.67% | -0.22 | 2.43% | -0.80 |
| 2W | 44.92% | -1.56 | -3.06% | -0.25 | 2.66% | -0.51 |
| 1M | 47.56% | -1.12 | -2.24% | -0.13 | 3.18% | -0.43 |
| 3M | 50.24% | -0.70 | -1.16% | -0.24 | 3.36% | -0.14 |
| 6M | 51.95% | -0.49 | -0.42% | -0.07 | 3.20% | -0.07 |
| 9M | 53.02% | -0.31 | 0.05% | -0.18 | 2.97% | -0.04 |
| 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 RV44.24%Complete: 100.00% coverage
- 7d RV49.10%Complete: 100.00% coverage
- 30d RV45.90%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.