Published daily report data
ETH options metrics: 2026-10-17
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 | 46.00% | 5.83 | -4.75% | -1.08 | 2.99% | 0.56 |
| 2W | 47.88% | 2.96 | -3.32% | -0.26 | 3.02% | 0.36 |
| 1M | 49.07% | 1.51 | -2.75% | -0.51 | 3.29% | 0.11 |
| 3M | 50.59% | 0.35 | -1.48% | -0.32 | 3.40% | 0.04 |
| 6M | 51.94% | -0.01 | -0.65% | -0.23 | 3.37% | 0.17 |
| 9M | 52.83% | -0.19 | 0.22% | 0.17 | 3.08% | 0.11 |
| 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 RV39.10%Complete: 100.00% coverage
- 7d RV50.70%Complete: 100.00% coverage
- 30d RV44.99%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.