Published daily report data
ETH options metrics: 2026-10-18
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 | 53.13% | 7.13 | -7.46% | -2.71 | 3.80% | 0.81 |
| 2W | 52.32% | 4.44 | -5.51% | -2.19 | 3.51% | 0.49 |
| 1M | 51.38% | 2.31 | -3.90% | -1.15 | 3.38% | 0.09 |
| 3M | 51.51% | 0.92 | -1.80% | -0.32 | 3.28% | -0.12 |
| 6M | 52.35% | 0.41 | -0.73% | -0.08 | 3.01% | -0.36 |
| 9M | 52.98% | 0.15 | -0.08% | -0.30 | 2.78% | -0.30 |
| 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 RV42.24%Complete: 100.00% coverage
- 7d RV52.42%Complete: 100.00% coverage
- 30d RV44.54%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.