Published daily report data
ETH options metrics: 2026-10-19
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 | 48.03% | -5.10 | -5.01% | 2.45 | 2.95% | -0.85 |
| 2W | 49.50% | -2.82 | -4.45% | 1.06 | 3.11% | -0.40 |
| 1M | 49.59% | -1.79 | -3.49% | 0.41 | 3.15% | -0.23 |
| 3M | 50.81% | -0.70 | -1.80% | 0.00 | 3.26% | -0.02 |
| 6M | 52.05% | -0.30 | -0.86% | -0.13 | 3.12% | 0.11 |
| 9M | 52.78% | -0.20 | -0.16% | -0.08 | 2.80% | 0.02 |
| 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 RV52.11%Complete: 100.00% coverage
- 7d RV53.89%Complete: 100.00% coverage
- 30d RV44.80%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.